-61.0%
FND vs IOVA
-63.5%
+2.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | +0.4% | +5.1% | -4.7% | -0.2% |
| 30D | -23.6% | +37.2% | -60.8% | -26.6% |
| 3M | +4.3% | +117.5% | -113.2% | -7.3% |
| 6M | -20.3% | +69.6% | -89.9% | -27.6% |
| YTD | -21.3% | +218.7% | -240.0% | -35.5% |
| 1Y | -45.4% | +265.5% | -310.9% | -56.7% |
| 3Y | -48.9% | +46.2% | -95.1% | -59.8% |
| 5Y | -61.0% | -63.2% | +2.2% | -66.3% |
| All | -61.0% | -63.5% | +2.5% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling