-40.0%
IOVA vs FGI
-70.4%
+30.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.9% |
| 7D | +9.7% | +0.5% | +9.2% | +9.7% |
| 30D | +102.5% | +65.4% | +37.1% | +98.4% |
| 3M | +100.7% | +23.5% | +77.2% | +97.7% |
| 6M | +106.3% | +60.5% | +45.8% | +99.4% |
| YTD | +222.0% | +30.0% | +192.0% | +213.0% |
| 1Y | +299.5% | +82.1% | +217.5% | +276.1% |
| 3Y | +42.9% | -4.4% | +47.3% | +43.9% |
| All | -40.0% | -70.4% | +30.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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