+221.5%
FTI vs IOVA
-91.6%
+313.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +5.3% | +9.7% | -4.5% | +5.0% |
| 30D | +15.3% | +102.5% | -87.2% | +12.8% |
| 3M | +15.8% | +100.7% | -84.9% | +13.1% |
| 6M | +22.6% | +106.3% | -83.8% | +19.3% |
| YTD | +79.5% | +222.0% | -142.4% | +72.2% |
| 1Y | +102.0% | +299.5% | -197.5% | +91.9% |
| 3Y | +315.8% | +42.9% | +272.9% | +296.5% |
| 5Y | +1,129.5% | -65.0% | +1,194.5% | +1,093.8% |
| 10Y | +320.9% | +10.3% | +310.7% | +295.1% |
| All | +221.5% | -91.6% | +313.1% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling