-46.0%
FLUT vs IOVA
+90.0%
-136.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.3% |
| 7D | -6.5% | +1.9% | -8.3% | -6.6% |
| 30D | +2.8% | -44.1% | +46.9% | +4.6% |
| 3M | -13.5% | +28.9% | -42.3% | -15.6% |
| 6M | -19.0% | +125.7% | -144.7% | -24.0% |
| YTD | -61.9% | +199.3% | -261.1% | -65.3% |
| 1Y | -63.2% | +255.2% | -318.5% | -67.0% |
| 3Y | -46.0% | +106.8% | -152.9% | -54.6% |
| All | -46.0% | +90.0% | -136.0% | -54.6% |
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