-92.0%
FRMI vs IOVA
+259.3%
-351.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.7% | +25.0% | +26.5% |
| 7D | +66.2% | -3.5% | +69.7% | +66.9% |
| 30D | -17.4% | -45.4% | +28.0% | -11.6% |
| 3M | -60.5% | +19.0% | -79.5% | -61.8% |
| 6M | -56.5% | +112.0% | -168.5% | -60.8% |
| YTD | -67.4% | +184.2% | -251.6% | -72.2% |
| 1Y | -85.1% | +222.0% | -307.1% | -87.5% |
| All | -92.0% | +259.3% | -351.2% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling