-2.0%
FTV vs IOVA
+50.0%
-52.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | -0.4% | +5.1% | -5.5% | -0.6% |
| 30D | -8.3% | +37.2% | -45.5% | -10.0% |
| 3M | -7.4% | +117.5% | -124.9% | -12.0% |
| 6M | -1.2% | +69.6% | -70.8% | -5.3% |
| YTD | +2.7% | +218.7% | -216.0% | -6.0% |
| 1Y | +18.4% | +265.5% | -247.1% | +6.6% |
| 3Y | -2.0% | +46.2% | -48.3% | -14.8% |
| All | -2.0% | +50.0% | -52.0% | -14.8% |
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