+303.1%
FLEX vs IOVA
+107.4%
+195.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.2% | -7.0% | +9.3% | +3.1% |
| 30D | -32.6% | -44.4% | +11.8% | -29.4% |
| 3M | -35.5% | +24.7% | -60.1% | -37.7% |
| 6M | -45.6% | +118.6% | -164.2% | -51.0% |
| YTD | +30.7% | +196.3% | -165.6% | +12.1% |
| 1Y | +28.4% | +205.3% | -176.9% | +9.4% |
| All | +303.1% | +107.4% | +195.6% | +249.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling