+794.1%
FN vs IOVA
+12.2%
+781.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.6% |
| 7D | -4.1% | -8.5% | +4.4% | -3.0% |
| 30D | -28.3% | -44.7% | +16.4% | -24.1% |
| 3M | -33.9% | +26.2% | -60.1% | -36.4% |
| 6M | -43.9% | +123.2% | -167.1% | -49.8% |
| YTD | -23.4% | +196.0% | -219.4% | -34.3% |
| 1Y | -25.4% | +240.9% | -266.3% | -37.2% |
| 3Y | +107.9% | +103.5% | +4.4% | +68.2% |
| 5Y | +195.1% | -65.5% | +260.6% | +167.9% |
| 10Y | +794.1% | +7.0% | +787.1% | +567.6% |
| All | +794.1% | +12.2% | +781.9% | +567.6% |
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 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