+2,023.0%
FN vs IOVA
-91.6%
+2,114.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.1% |
| 7D | -1.7% | +9.7% | -11.4% | -2.0% |
| 30D | -22.0% | +102.5% | -124.5% | -24.1% |
| 3M | -43.0% | +100.7% | -143.7% | -44.6% |
| 6M | -27.7% | +106.3% | -134.1% | -30.0% |
| YTD | -10.5% | +222.0% | -232.5% | -14.8% |
| 1Y | +12.5% | +299.5% | -287.1% | +6.0% |
| 3Y | +153.8% | +42.9% | +110.9% | +141.1% |
| 5Y | +288.0% | -65.0% | +353.0% | +276.0% |
| 10Y | +906.4% | +10.3% | +896.1% | +835.0% |
| All | +2,023.0% | -91.6% | +2,114.6% | +1,630.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling