+240.9%
IOVA vs FIVE
+63.0%
+177.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -8.5% | +7.3% | -15.8% | -8.0% |
| 30D | -44.7% | +18.1% | -62.8% | -44.4% |
| 3M | +26.2% | +7.7% | +18.5% | +26.9% |
| 6M | +123.2% | +13.6% | +109.6% | +123.5% |
| YTD | +196.0% | +34.6% | +161.4% | +181.1% |
| 1Y | +240.9% | +66.2% | +174.7% | +189.9% |
| All | +240.9% | +63.0% | +177.9% | +189.9% |
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