-92.7%
IOVA vs FLR
+11.3%
-104.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -8.5% | +5.1% | -13.6% | -9.5% |
| 30D | -44.7% | -0.5% | -44.3% | -44.7% |
| 3M | +26.2% | -3.5% | +29.7% | +26.7% |
| 6M | +123.2% | +16.5% | +106.7% | +112.2% |
| YTD | +196.0% | +27.3% | +168.7% | +174.3% |
| 1Y | +240.9% | +10.6% | +230.3% | +225.6% |
| 3Y | +103.5% | +39.4% | +64.2% | +77.1% |
| 5Y | -65.5% | +126.4% | -191.9% | -74.0% |
| 10Y | +7.0% | +8.4% | -1.4% | -8.9% |
| All | -92.7% | +11.3% | -104.0% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling