+56.7%
FND vs IOVA
+22.1%
+34.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -5.2% | +9.7% | -15.0% | -6.4% |
| 30D | -19.9% | +102.5% | -122.4% | -28.3% |
| 3M | +2.7% | +100.7% | -98.0% | -9.0% |
| 6M | -21.7% | +106.3% | -128.0% | -31.9% |
| YTD | -17.5% | +222.0% | -239.5% | -33.8% |
| 1Y | -39.3% | +299.5% | -338.8% | -53.7% |
| 3Y | -49.8% | +42.9% | -92.7% | -61.0% |
| 5Y | -60.1% | -65.0% | +4.9% | -64.9% |
| All | +56.7% | +22.1% | +34.6% | +14.9% |
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