-92.6%
IOVA vs FHN
+219.8%
-312.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.9% |
| 7D | +1.9% | -0.5% | +2.3% | +2.1% |
| 30D | -44.1% | +1.9% | -46.1% | -44.6% |
| 3M | +28.9% | -6.9% | +35.8% | +31.0% |
| 6M | +125.7% | -3.1% | +128.8% | +124.9% |
| YTD | +199.3% | +0.6% | +198.7% | +194.3% |
| 1Y | +255.2% | +12.4% | +242.9% | +236.2% |
| 3Y | +106.8% | +133.7% | -26.9% | +57.0% |
| 5Y | -67.1% | +61.4% | -128.4% | -74.1% |
| 10Y | +16.7% | +97.9% | -81.1% | -22.8% |
| All | -92.6% | +219.8% | -312.4% | -96.0% |
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