-92.0%
IOVA vs FLR
+24.0%
-116.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.6% |
| 7D | +9.7% | +5.4% | +4.3% | +8.4% |
| 30D | +102.5% | +11.4% | +91.2% | +96.1% |
| 3M | +100.7% | +11.4% | +89.3% | +93.6% |
| 6M | +106.3% | +16.6% | +89.7% | +95.9% |
| YTD | +222.0% | +41.7% | +180.3% | +192.1% |
| 1Y | +299.5% | +35.4% | +264.1% | +263.6% |
| 3Y | +42.9% | +57.3% | -14.4% | +21.1% |
| 5Y | -65.0% | +241.0% | -306.0% | -76.1% |
| 10Y | +10.3% | +16.6% | -6.4% | -7.1% |
| All | -92.0% | +24.0% | -116.0% | -93.6% |
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