+102.4%
FN vs IOVA
+85.3%
+17.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.9% | +7.8% | +11.2% |
| 7D | 0.0% | -5.2% | +5.1% | +0.8% |
| 30D | -34.3% | -37.8% | +3.5% | -31.5% |
| 3M | -39.9% | +29.5% | -69.3% | -42.0% |
| 6M | -51.8% | +96.6% | -148.4% | -55.8% |
| YTD | -28.1% | +194.5% | -222.7% | -37.2% |
| 1Y | -29.1% | +248.1% | -277.1% | -39.1% |
| 3Y | +102.4% | +86.1% | +16.3% | +69.4% |
| All | +102.4% | +85.3% | +17.2% | +69.4% |
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