-92.7%
IOVA vs FDS
+350.6%
-443.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.7% | +7.6% | +5.5% |
| 7D | -5.2% | -0.5% | -4.7% | -5.4% |
| 30D | -37.8% | +20.2% | -58.0% | -43.7% |
| 3M | +29.5% | +19.9% | +9.6% | +16.1% |
| 6M | +96.6% | +56.2% | +40.4% | +47.0% |
| YTD | +194.5% | +14.6% | +179.9% | +154.2% |
| 1Y | +248.1% | +31.6% | +216.5% | +175.7% |
| 3Y | +86.1% | -23.8% | +109.9% | +96.3% |
| 5Y | -67.8% | -22.6% | -45.3% | -67.4% |
| 10Y | +38.6% | +139.3% | -100.7% | -34.5% |
| All | -92.7% | +350.6% | -443.3% | -97.4% |
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 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