+93.9%
FTV vs IOVA
+3.4%
+90.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -4.5% | +9.7% | -14.2% | -5.1% |
| 30D | -7.1% | +102.5% | -109.6% | -12.3% |
| 3M | -7.2% | +100.7% | -107.9% | -12.8% |
| 6M | -1.5% | +106.3% | -107.8% | -8.4% |
| YTD | +3.5% | +222.0% | -218.5% | -7.7% |
| 1Y | +20.3% | +299.5% | -279.2% | +4.6% |
| 3Y | -3.1% | +42.9% | -46.0% | -15.4% |
| 5Y | +2.3% | -65.0% | +67.3% | -5.2% |
| 10Y | +76.3% | +10.3% | +66.0% | +41.0% |
| All | +93.9% | +3.4% | +90.5% | +56.7% |
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