+130.7%
FTV vs IOVA
-4.9%
+135.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +1.4% | -8.5% | +9.9% | +2.0% |
| 30D | +18.3% | -44.7% | +63.0% | +22.0% |
| 3M | +9.8% | +26.2% | -16.4% | +6.2% |
| 6M | +12.3% | +123.2% | -110.9% | +2.8% |
| YTD | +23.1% | +196.0% | -172.9% | +8.8% |
| 1Y | +32.5% | +240.9% | -208.4% | +15.4% |
| 3Y | +38.3% | +103.5% | -65.2% | +16.1% |
| 5Y | +16.8% | -65.5% | +82.3% | +6.8% |
| 10Y | +106.6% | +7.0% | +99.5% | +64.2% |
| All | +130.7% | -4.9% | +135.6% | +84.7% |
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