+82.5%
FTV vs IOVA
+4.5%
+78.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.0% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | -9.5% | +31.7% | -41.2% | -11.5% |
| 3M | -10.9% | +117.3% | -128.2% | -16.8% |
| 6M | -0.6% | +55.8% | -56.5% | -5.5% |
| YTD | +1.4% | +208.8% | -207.4% | -9.3% |
| 1Y | +17.6% | +255.7% | -238.1% | +3.2% |
| 3Y | -3.3% | +41.7% | -44.9% | -15.5% |
| 5Y | -0.1% | -64.9% | +64.8% | -7.6% |
| 10Y | +82.5% | +6.3% | +76.2% | +48.2% |
| All | +82.5% | +4.5% | +78.0% | +48.2% |
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