-10.4%
FLUT vs IOVA
+4.5%
-14.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | -2.6% | -2.2% | -0.4% | -2.5% |
| 30D | +5.4% | +31.7% | -26.4% | +3.5% |
| 3M | -10.8% | +117.3% | -128.0% | -15.8% |
| 6M | -9.2% | +55.8% | -65.0% | -13.0% |
| YTD | -53.8% | +208.8% | -262.6% | -58.1% |
| 1Y | -66.0% | +255.7% | -321.7% | -69.6% |
| 3Y | -44.7% | +41.7% | -86.3% | -51.0% |
| 5Y | -50.6% | -64.9% | +14.3% | -54.7% |
| 10Y | -10.4% | +6.3% | -16.7% | -22.3% |
| All | -10.4% | +4.5% | -14.9% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling