+2.8%
IOVA vs FLR
+7.4%
-4.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -3.5% | +5.4% | -8.9% | -4.5% |
| 30D | -45.4% | +2.8% | -48.2% | -45.7% |
| 3M | +19.0% | -6.4% | +25.4% | +20.1% |
| 6M | +112.0% | +8.8% | +103.2% | +106.2% |
| YTD | +184.2% | +23.6% | +160.7% | +168.9% |
| 1Y | +222.0% | +13.8% | +208.2% | +208.8% |
| 3Y | +92.6% | +36.5% | +56.1% | +73.3% |
| 5Y | -63.2% | +119.3% | -182.5% | -70.2% |
| All | +2.8% | +7.4% | -4.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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