+59.3%
FND vs IOVA
+12.4%
+47.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -4.4% | -7.0% | +2.6% | -3.6% |
| 30D | +14.5% | -44.4% | +58.9% | +21.0% |
| 3M | -15.6% | +24.7% | -40.3% | -20.7% |
| 6M | +4.7% | +118.6% | -113.9% | -11.4% |
| YTD | -16.1% | +196.3% | -212.5% | -33.9% |
| 1Y | -16.0% | +205.3% | -221.3% | -34.5% |
| 3Y | -35.5% | +103.8% | -139.3% | -53.5% |
| 5Y | -60.5% | -65.6% | +5.1% | -66.1% |
| All | +59.3% | +12.4% | +47.0% | +14.7% |
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