+81.3%
FN vs IOVA
+78.3%
+3.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -11.0% | -3.2% | -13.1% |
| 7D | -16.0% | -19.0% | +3.1% | -14.0% |
| 30D | -40.1% | -40.3% | +0.2% | -37.3% |
| 3M | -43.9% | +78.3% | -122.2% | -47.9% |
| 6M | -55.6% | +94.5% | -150.1% | -59.3% |
| YTD | -35.7% | +183.5% | -219.2% | -43.6% |
| 1Y | -39.8% | +327.6% | -367.5% | -49.4% |
| All | +81.3% | +78.3% | +3.0% | +52.3% |
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 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