+244.7%
IOVA vs FDS
+26.9%
+217.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +1.9% | -5.0% | +6.8% | +1.1% |
| 30D | -44.1% | +13.8% | -57.9% | -43.3% |
| 3M | +28.9% | +14.8% | +14.0% | +31.2% |
| 6M | +125.7% | +47.4% | +78.3% | +131.4% |
| YTD | +199.3% | +14.2% | +185.1% | +214.4% |
| All | +244.7% | +26.9% | +217.8% | +268.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling