+6.3%
IOVA vs FHN
+125.8%
-119.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +31.7% | -2.6% | +34.3% | +32.5% |
| 3M | +117.3% | 0.0% | +117.2% | +115.3% |
| 6M | +55.8% | +9.2% | +46.6% | +50.5% |
| YTD | +208.8% | +4.3% | +204.4% | +201.6% |
| 1Y | +255.7% | +10.8% | +244.9% | +238.5% |
| 3Y | +41.7% | +130.7% | -89.0% | +9.6% |
| 5Y | -64.9% | +87.4% | -152.3% | -73.2% |
| 10Y | +6.3% | +126.9% | -120.6% | -43.6% |
| All | +6.3% | +125.8% | -119.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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