+7.0%
IOVA vs FIVE
+562.8%
-555.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -8.5% | +7.3% | -15.8% | -10.8% |
| 30D | -44.7% | +18.1% | -62.8% | -48.5% |
| 3M | +26.2% | +7.7% | +18.5% | +20.6% |
| 6M | +123.2% | +13.6% | +109.6% | +105.1% |
| YTD | +196.0% | +34.6% | +161.4% | +153.5% |
| 1Y | +240.9% | +66.2% | +174.7% | +168.6% |
| 3Y | +103.5% | +43.5% | +60.1% | +56.0% |
| 5Y | -65.5% | +20.7% | -86.1% | -72.8% |
| 10Y | +7.0% | +541.5% | -534.5% | -49.0% |
| All | +7.0% | +562.8% | -555.8% | -49.0% |
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