+16,529.8%
FIX vs IOVA
-91.6%
+16,621.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.9% |
| 7D | +6.0% | +9.7% | -3.7% | +5.8% |
| 30D | -7.2% | +102.5% | -109.8% | -9.0% |
| 3M | -15.9% | +100.7% | -116.5% | -17.5% |
| 6M | +12.7% | +106.3% | -93.6% | +10.2% |
| YTD | +72.8% | +222.0% | -149.2% | +67.0% |
| 1Y | +122.9% | +299.5% | -176.7% | +113.9% |
| 3Y | +774.3% | +42.9% | +731.4% | +742.7% |
| 5Y | +2,049.5% | -65.0% | +2,114.5% | +1,998.1% |
| 10Y | +5,821.5% | +10.3% | +5,811.2% | +5,540.3% |
| All | +16,529.8% | -91.6% | +16,621.4% | +15,056.4% |
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