+106.8%
IOVA vs FHN
+129.2%
-22.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.4% |
| 7D | +1.9% | -0.5% | +2.3% | +2.2% |
| 30D | -44.1% | +1.9% | -46.1% | -45.1% |
| 3M | +28.9% | -6.9% | +35.8% | +32.9% |
| 6M | +125.7% | -3.1% | +128.8% | +122.4% |
| YTD | +199.3% | +0.6% | +198.7% | +185.0% |
| 1Y | +255.2% | +12.4% | +242.9% | +209.7% |
| 3Y | +106.8% | +133.7% | -26.9% | -29.6% |
| All | +106.8% | +129.2% | -22.3% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling