-83.0%
FRMI vs IOVA
+290.3%
-373.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | 0.0% | -2.8% |
| 7D | +15.9% | -2.2% | +18.1% | +16.3% |
| 30D | -6.0% | +31.7% | -37.7% | -9.0% |
| 3M | -1.6% | +117.3% | -118.9% | -10.2% |
| 6M | -30.7% | +55.8% | -86.5% | -35.3% |
| YTD | -30.9% | +208.8% | -239.7% | -40.9% |
| All | -83.0% | +290.3% | -373.3% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling