-8.7%
FTI vs IOVA
+118.0%
-126.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -4.0% |
| 3M | -13.5% | +19.0% | -32.5% | -11.3% |
| 6M | -8.7% | +112.0% | -120.7% | -4.5% |
| All | -8.7% | +118.0% | -126.7% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling