+211.6%
FTI vs IOVA
+99.0%
+112.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +4.3% | -3.5% | +7.8% | +4.4% |
| 30D | -4.7% | -45.4% | +40.7% | -2.9% |
| 3M | -13.5% | +19.0% | -32.5% | -14.4% |
| 6M | -8.7% | +112.0% | -120.7% | -12.2% |
| YTD | +49.0% | +184.2% | -135.2% | +40.2% |
| 1Y | +54.0% | +222.0% | -168.0% | +43.8% |
| 3Y | +211.6% | +92.6% | +119.1% | +162.3% |
| All | +211.6% | +99.0% | +112.6% | +162.3% |
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