-45.2%
IOVA vs FGI
-70.6%
+25.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.9% |
| 7D | -5.2% | -7.0% | +1.8% | -5.1% |
| 30D | -37.8% | -4.2% | -33.5% | -37.8% |
| 3M | +29.5% | +55.6% | -26.1% | +26.8% |
| 6M | +96.6% | -3.2% | +99.7% | +94.3% |
| YTD | +194.5% | +29.1% | +165.4% | +186.0% |
| 1Y | +248.1% | +51.0% | +197.1% | +235.0% |
| 3Y | +86.1% | +1.5% | +84.6% | +84.9% |
| All | -45.2% | -70.6% | +25.4% | -36.5% |
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 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