-44.3%
IOVA vs FGI
-70.0%
+25.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -44.1% | -3.2% | -40.9% | -44.1% |
| 3M | +28.9% | +64.1% | -35.2% | +26.0% |
| 6M | +125.7% | +17.2% | +108.5% | +122.1% |
| YTD | +199.3% | +31.6% | +167.7% | +190.5% |
| 1Y | +255.2% | +45.1% | +210.1% | +242.4% |
| 3Y | +106.8% | -2.0% | +108.8% | +107.7% |
| All | -44.3% | -70.0% | +25.7% | -35.5% |
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