+46.2%
IOVA vs FLR
+60.4%
-14.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | +37.2% | -0.7% | +37.9% | +37.1% |
| 3M | +117.5% | +14.3% | +103.2% | +109.3% |
| 6M | +69.6% | +25.6% | +44.0% | +58.9% |
| YTD | +218.7% | +42.9% | +175.8% | +190.7% |
| 1Y | +265.5% | +38.7% | +226.8% | +232.0% |
| 3Y | +46.2% | +61.8% | -15.6% | +23.7% |
| All | +46.2% | +60.4% | -14.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling