-47.1%
IOVA vs FGI
-74.8%
+27.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -25.2% | +26.9% | +1.9% |
| 7D | -3.5% | -14.4% | +10.9% | -3.4% |
| 30D | -45.4% | -11.8% | -33.6% | -45.4% |
| 3M | +19.0% | -46.2% | +65.3% | +19.7% |
| 6M | +112.0% | +5.2% | +106.8% | +108.6% |
| YTD | +184.2% | +10.5% | +173.7% | +176.2% |
| 1Y | +222.0% | +25.5% | +196.5% | +210.4% |
| 3Y | +92.6% | -16.0% | +108.6% | +92.9% |
| All | -47.1% | -74.8% | +27.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling