+222.0%
IOVA vs FIVE
+62.4%
+159.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -3.5% | +2.7% | -6.1% | -3.4% |
| 30D | -45.4% | +12.7% | -58.1% | -45.1% |
| 3M | +19.0% | +2.1% | +17.0% | +19.9% |
| 6M | +112.0% | +17.5% | +94.5% | +106.9% |
| YTD | +184.2% | +31.0% | +153.3% | +164.1% |
| 1Y | +222.0% | +67.7% | +154.3% | +137.1% |
| All | +222.0% | +62.4% | +159.5% | +137.1% |
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