-83.4%
FRMI vs IOVA
+276.9%
-360.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.1% |
| 7D | +10.9% | -6.4% | +17.3% | +11.8% |
| 30D | -24.3% | +25.4% | -49.7% | -26.3% |
| 3M | -21.8% | +115.3% | -137.1% | -28.5% |
| 6M | -33.0% | +56.5% | -89.6% | -37.4% |
| YTD | -32.6% | +198.2% | -230.8% | -42.1% |
| All | -83.4% | +276.9% | -360.3% | -85.8% |
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