+265.5%
IOVA vs FDS
-20.8%
+286.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -1.1% |
| 7D | +5.1% | -5.4% | +10.5% | +5.0% |
| 30D | +37.2% | +1.6% | +35.6% | +37.3% |
| 3M | +117.5% | +17.7% | +99.8% | +117.3% |
| 6M | +69.6% | +29.1% | +40.5% | +67.9% |
| YTD | +218.7% | +1.0% | +217.7% | +229.5% |
| 1Y | +265.5% | -21.6% | +287.2% | +355.6% |
| All | +265.5% | -20.8% | +286.4% | +355.6% |
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