+51.6%
IOVA vs FHN
+132.7%
-81.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +9.7% | +1.2% | +8.6% | +9.0% |
| 30D | +102.5% | -4.7% | +107.2% | +106.6% |
| 3M | +100.7% | +3.5% | +97.1% | +91.6% |
| 6M | +106.3% | +7.8% | +98.5% | +92.3% |
| YTD | +222.0% | +5.9% | +216.1% | +201.1% |
| 1Y | +299.5% | +12.5% | +287.1% | +250.3% |
| All | +51.6% | +132.7% | -81.2% | -38.7% |
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