-25.9%
FPS vs IOVA
+236.7%
-262.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.8% |
| 7D | -20.9% | -8.5% | -12.4% | -19.4% |
| 30D | -46.3% | -44.7% | -1.6% | -42.5% |
| 3M | -42.9% | +26.2% | -69.1% | -45.1% |
| 6M | -46.8% | +123.2% | -170.0% | -53.7% |
| All | -25.9% | +236.7% | -262.6% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling