+9,864.8%
FIX vs IOVA
-92.6%
+9,957.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -11.0% | -0.5% | -11.3% |
| 7D | -27.2% | -19.0% | -8.2% | -26.9% |
| 30D | -46.9% | -40.3% | -6.6% | -46.4% |
| 3M | -44.4% | +78.3% | -122.8% | -45.5% |
| 6M | -50.9% | +94.5% | -145.4% | -52.0% |
| YTD | +3.5% | +183.5% | -180.0% | +0.1% |
| 1Y | -2.1% | +327.6% | -329.7% | -6.4% |
| 3Y | +418.7% | +83.8% | +334.9% | +397.0% |
| 5Y | +894.6% | -69.0% | +963.6% | +870.9% |
| 10Y | +3,465.5% | +33.4% | +3,432.1% | +3,287.7% |
| All | +9,864.8% | -92.6% | +9,957.4% | +8,981.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling