-48.0%
IOVA vs FGI
-66.3%
+18.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.2% | -11.9% | -5.7% |
| 7D | -1.4% | +13.5% | -14.9% | -1.6% |
| 30D | -47.4% | +17.1% | -64.5% | -47.5% |
| 3M | +13.2% | +78.0% | -64.8% | +10.7% |
| 6M | +114.3% | +46.4% | +67.9% | +110.1% |
| YTD | +179.5% | +47.7% | +131.8% | +171.0% |
| 1Y | +200.4% | +56.8% | +143.6% | +189.4% |
| 3Y | +92.2% | +12.3% | +79.9% | +92.1% |
| All | -48.0% | -66.3% | +18.4% | -39.8% |
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