+16.7%
IOVA vs FDS
+135.1%
-118.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +1.9% | -5.0% | +6.8% | +3.5% |
| 30D | -44.1% | +13.8% | -57.9% | -47.6% |
| 3M | +28.9% | +14.8% | +14.0% | +19.4% |
| 6M | +125.7% | +47.4% | +78.3% | +80.5% |
| YTD | +199.3% | +14.2% | +185.1% | +165.6% |
| 1Y | +255.2% | +26.6% | +228.6% | +196.2% |
| 3Y | +106.8% | -24.4% | +131.3% | +123.6% |
| 5Y | -67.1% | -22.6% | -44.4% | -66.0% |
| 10Y | +16.7% | +130.0% | -113.3% | -40.9% |
| All | +16.7% | +135.1% | -118.4% | -40.9% |
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