+31.0%
FTV vs IOVA
+189.0%
-158.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | -0.1% |
| 7D | +3.7% | -1.4% | +5.1% | +3.7% |
| 30D | +16.8% | -47.4% | +64.2% | +16.2% |
| 3M | +10.4% | +13.2% | -2.8% | +9.9% |
| 6M | +12.8% | +114.3% | -101.5% | +11.5% |
| YTD | +23.3% | +179.5% | -156.2% | +22.1% |
| 1Y | +31.0% | +200.4% | -169.4% | +29.1% |
| All | +31.0% | +189.0% | -158.0% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling