+184.1%
FTI vs IOVA
+0.8%
+183.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +4.3% | -3.5% | +7.8% | +4.6% |
| 30D | -4.7% | -45.4% | +40.7% | -0.7% |
| 3M | -13.5% | +19.0% | -32.5% | -16.1% |
| 6M | -8.7% | +112.0% | -120.7% | -16.8% |
| YTD | +49.0% | +184.2% | -135.2% | +30.3% |
| 1Y | +54.0% | +222.0% | -168.0% | +32.8% |
| 3Y | +211.6% | +92.6% | +119.1% | +153.4% |
| 5Y | +881.9% | -63.2% | +945.0% | +785.7% |
| All | +184.1% | +0.8% | +183.4% | +125.6% |
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