+948.1%
FIX vs IOVA
-67.9%
+1,016.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.9% | +1.6% | +5.2% |
| 7D | -17.5% | -5.2% | -12.3% | -17.1% |
| 30D | -41.6% | -37.8% | -3.8% | -40.1% |
| 3M | -40.6% | +29.5% | -70.1% | -42.2% |
| 6M | -49.4% | +96.6% | -145.9% | -52.5% |
| YTD | +9.2% | +194.5% | -185.3% | -1.0% |
| 1Y | +6.5% | +248.1% | -241.6% | -4.7% |
| 3Y | +448.7% | +86.1% | +362.6% | +385.6% |
| All | +948.1% | -67.9% | +1,016.0% | +869.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling