+299.5%
IOVA vs FIVE
+66.7%
+232.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.5% |
| 7D | +9.7% | +4.3% | +5.5% | +9.3% |
| 30D | +102.5% | +12.5% | +90.0% | +99.1% |
| 3M | +100.7% | +31.2% | +69.4% | +95.3% |
| 6M | +106.3% | +14.4% | +92.0% | +102.1% |
| YTD | +222.0% | +33.9% | +188.1% | +200.5% |
| 1Y | +299.5% | +65.1% | +234.5% | +250.4% |
| All | +299.5% | +66.7% | +232.9% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling