-25.7%
FN vs IOVA
+362.8%
-388.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.8% |
| 7D | -7.0% | -41.3% | +34.3% | -2.6% |
| 30D | -24.7% | -38.5% | +13.8% | -21.6% |
| 3M | -35.7% | +99.5% | -135.2% | -40.9% |
| 6M | -52.4% | +126.0% | -178.4% | -56.6% |
| YTD | -25.0% | +218.7% | -243.6% | -32.7% |
| 1Y | -25.7% | +378.0% | -403.7% | -32.6% |
| All | -25.7% | +362.8% | -388.4% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling