-63.8%
IOVA vs FLR
+256.3%
-320.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +108.7% |
| 6M | +69.6% | +25.6% | +44.0% | +58.2% |
| YTD | +218.7% | +42.9% | +175.8% | +188.2% |
| 1Y | +265.5% | +38.7% | +226.8% | +229.7% |
| 3Y | +46.2% | +61.8% | -15.6% | +21.0% |
| All | -63.8% | +256.3% | -320.1% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling