+100.7%
IOVA vs FIVE
+42.3%
+58.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -7.0% | -0.5% | -6.5% | -6.8% |
| 30D | -44.4% | +17.4% | -61.8% | -47.2% |
| 3M | +24.7% | +7.0% | +17.6% | +20.7% |
| 6M | +118.6% | +20.5% | +98.2% | +101.1% |
| YTD | +196.3% | +33.1% | +163.2% | +162.4% |
| 1Y | +205.3% | +67.1% | +138.2% | +150.1% |
| All | +100.7% | +42.3% | +58.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling