-92.0%
IOVA vs FHN
+236.7%
-328.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +9.7% | +1.2% | +8.6% | +9.3% |
| 30D | +102.5% | -4.7% | +107.2% | +104.7% |
| 3M | +100.7% | +3.5% | +97.1% | +96.5% |
| 6M | +106.3% | +7.8% | +98.5% | +99.8% |
| YTD | +222.0% | +5.9% | +216.1% | +212.8% |
| 1Y | +299.5% | +12.5% | +287.1% | +277.4% |
| 3Y | +42.9% | +117.2% | -74.3% | +10.7% |
| 5Y | -65.0% | +86.5% | -151.5% | -73.6% |
| 10Y | +10.3% | +125.7% | -115.4% | -29.9% |
| All | -92.0% | +236.7% | -328.7% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling