+2,270.6%
FLEX vs IOVA
-91.6%
+2,362.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | -0.9% | +9.7% | -10.6% | -1.2% |
| 30D | -10.1% | +102.5% | -112.7% | -12.4% |
| 3M | -31.3% | +100.7% | -132.0% | -33.2% |
| 6M | +71.3% | +106.3% | -35.1% | +66.1% |
| YTD | +81.2% | +222.0% | -140.7% | +72.9% |
| 1Y | +98.5% | +299.5% | -201.0% | +87.5% |
| 3Y | +428.2% | +42.9% | +385.3% | +403.3% |
| 5Y | +657.3% | -65.0% | +722.2% | +634.6% |
| 10Y | +995.9% | +10.3% | +985.6% | +935.2% |
| All | +2,270.6% | -91.6% | +2,362.3% | +2,013.1% |
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 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