-88.0%
IOVA vs FIVE
+868.1%
-956.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.8% |
| 7D | +9.7% | +4.3% | +5.5% | +8.0% |
| 30D | +102.5% | +12.5% | +90.0% | +93.2% |
| 3M | +100.7% | +31.2% | +69.4% | +80.2% |
| 6M | +106.3% | +14.4% | +92.0% | +91.4% |
| YTD | +222.0% | +33.9% | +188.1% | +180.7% |
| 1Y | +299.5% | +65.1% | +234.5% | +220.0% |
| 3Y | +42.9% | +49.0% | -6.0% | +9.8% |
| 5Y | -65.0% | +30.3% | -95.3% | -72.7% |
| 10Y | +10.3% | +481.1% | -470.8% | -53.3% |
| All | -88.0% | +868.1% | -956.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling