-92.0%
IOVA vs FDS
+314.9%
-406.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.7% |
| 7D | +9.7% | -1.9% | +11.6% | +10.6% |
| 30D | +102.5% | +9.0% | +93.5% | +93.5% |
| 3M | +100.7% | +18.9% | +81.8% | +79.5% |
| 6M | +106.3% | +35.1% | +71.2% | +66.3% |
| YTD | +222.0% | +5.5% | +216.5% | +194.9% |
| 1Y | +299.5% | -16.8% | +316.4% | +316.1% |
| 3Y | +42.9% | -28.1% | +71.0% | +57.3% |
| 5Y | -65.0% | -17.4% | -47.6% | -65.8% |
| 10Y | +10.3% | +85.4% | -75.2% | -38.7% |
| All | -92.0% | +314.9% | -406.9% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling