+6.1%
IOVA vs FDS
+77.6%
-71.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.8% |
| 7D | +5.1% | -5.4% | +10.5% | +7.4% |
| 30D | +37.2% | +1.6% | +35.6% | +35.9% |
| 3M | +117.5% | +17.7% | +99.8% | +97.3% |
| 6M | +69.6% | +29.1% | +40.5% | +42.4% |
| YTD | +218.7% | +1.0% | +217.7% | +202.1% |
| 1Y | +265.5% | -21.6% | +287.2% | +296.7% |
| 3Y | +46.2% | -30.1% | +76.3% | +64.2% |
| 5Y | -63.2% | -20.7% | -42.5% | -63.2% |
| 10Y | +6.1% | +78.3% | -72.2% | -41.4% |
| All | +6.1% | +77.6% | -71.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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