+7.0%
IOVA vs FHN
+94.7%
-87.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.5% | +0.9% | -9.4% | -8.7% |
| 30D | -44.7% | +2.1% | -46.8% | -45.2% |
| 3M | +26.2% | -6.0% | +32.2% | +27.8% |
| 6M | +123.2% | -2.9% | +126.1% | +122.3% |
| YTD | +196.0% | +0.7% | +195.3% | +191.1% |
| 1Y | +240.9% | +11.0% | +229.9% | +224.8% |
| 3Y | +103.5% | +130.3% | -26.7% | +59.2% |
| 5Y | -65.5% | +61.3% | -126.8% | -72.2% |
| 10Y | +7.0% | +89.6% | -82.6% | -25.8% |
| All | +7.0% | +94.7% | -87.7% | -25.8% |
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