+14.5%
FIX vs IOVA
+237.6%
-223.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.3% |
| 7D | -7.2% | +1.9% | -9.1% | -7.2% |
| 30D | -35.1% | -44.1% | +9.0% | -33.1% |
| 3M | -34.3% | +28.9% | -63.1% | -36.1% |
| 6M | -42.9% | +125.7% | -168.6% | -47.6% |
| YTD | +19.5% | +199.3% | -179.8% | +5.8% |
| All | +14.5% | +237.6% | -223.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling