+2.8%
IOVA vs FIVE
+504.2%
-501.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.5% | +2.7% | -6.1% | -4.4% |
| 30D | -45.4% | +12.7% | -58.1% | -48.2% |
| 3M | +19.0% | +2.1% | +17.0% | +16.0% |
| 6M | +112.0% | +17.5% | +94.5% | +92.5% |
| YTD | +184.2% | +31.0% | +153.3% | +145.9% |
| 1Y | +222.0% | +67.7% | +154.3% | +152.8% |
| 3Y | +92.6% | +43.4% | +49.2% | +47.5% |
| 5Y | -63.2% | +18.1% | -81.2% | -70.7% |
| All | +2.8% | +504.2% | -501.4% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling