+6.4%
IOVA vs FIVE
+535.9%
-529.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -7.0% | -0.5% | -6.5% | -6.8% |
| 30D | -44.4% | +17.4% | -61.8% | -48.2% |
| 3M | +24.7% | +7.0% | +17.6% | +19.3% |
| 6M | +118.6% | +20.5% | +98.2% | +96.6% |
| YTD | +196.3% | +33.1% | +163.2% | +154.8% |
| 1Y | +205.3% | +67.1% | +138.2% | +140.1% |
| 3Y | +103.8% | +41.9% | +61.9% | +56.8% |
| 5Y | -65.6% | +21.1% | -86.6% | -72.9% |
| 10Y | +6.4% | +518.8% | -512.4% | -49.3% |
| All | +6.4% | +535.9% | -529.5% | -49.3% |
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