+6.3%
IOVA vs FLR
+17.1%
-10.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.5% |
| 7D | -2.2% | -3.1% | +0.9% | -1.6% |
| 30D | +31.7% | +4.9% | +26.8% | +30.4% |
| 3M | +117.3% | +10.8% | +106.5% | +111.3% |
| 6M | +55.8% | +19.7% | +36.2% | +48.7% |
| YTD | +208.8% | +38.4% | +170.4% | +186.3% |
| 1Y | +255.7% | +34.7% | +221.0% | +229.4% |
| 3Y | +41.7% | +56.7% | -15.0% | +24.0% |
| 5Y | -64.9% | +241.6% | -306.5% | -74.0% |
| 10Y | +6.3% | +20.2% | -13.9% | -12.9% |
| All | +6.3% | +17.1% | -10.8% | -12.9% |
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