-82.4%
FRMI vs IOVA
+302.8%
-385.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.0% | +12.5% | +11.7% |
| 7D | +23.3% | +5.1% | +18.3% | +22.5% |
| 30D | -7.6% | +37.2% | -44.8% | -11.0% |
| 3M | +0.2% | +117.5% | -117.3% | -8.6% |
| 6M | -28.7% | +69.6% | -98.3% | -34.1% |
| YTD | -28.6% | +218.7% | -247.3% | -39.2% |
| All | -82.4% | +302.8% | -385.2% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling