+103.5%
IOVA vs FLR
+47.2%
+56.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -8.5% | +5.1% | -13.6% | -9.4% |
| 30D | -44.7% | -0.5% | -44.3% | -44.7% |
| 3M | +26.2% | -3.5% | +29.7% | +26.5% |
| 6M | +123.2% | +16.5% | +106.7% | +112.1% |
| YTD | +196.0% | +27.3% | +168.7% | +176.0% |
| 1Y | +240.9% | +10.6% | +230.3% | +226.9% |
| 3Y | +103.5% | +39.4% | +64.2% | +63.4% |
| All | +103.5% | +47.2% | +56.3% | +63.4% |
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