+1,046.7%
FIX vs IOVA
-67.3%
+1,114.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.0% |
| 6M | -42.9% | +125.7% | -168.6% | -46.9% |
| YTD | +19.5% | +199.3% | -179.8% | +8.2% |
| 1Y | +16.8% | +255.2% | -238.4% | +4.4% |
| 3Y | +506.7% | +106.8% | +399.9% | +434.1% |
| 5Y | +1,046.7% | -67.1% | +1,113.8% | +960.3% |
| All | +1,046.7% | -67.3% | +1,114.0% | +960.3% |
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 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