-18.5%
FN vs IOVA
+207.9%
-226.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.6% |
| 7D | +0.3% | -3.5% | +3.7% | +0.8% |
| 30D | -16.5% | -45.4% | +28.9% | -10.5% |
| 3M | -42.1% | +19.0% | -61.1% | -44.0% |
| 6M | -52.9% | +112.0% | -164.9% | -58.0% |
| YTD | -28.0% | +184.2% | -212.2% | -38.2% |
| 1Y | -18.5% | +222.0% | -240.5% | -30.0% |
| All | -18.5% | +207.9% | -226.4% | -30.0% |
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