-93.1%
IOVA vs FLR
+9.3%
-102.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -5.2% |
| 7D | -1.4% | +10.1% | -11.5% | -3.6% |
| 30D | -47.4% | -0.5% | -46.9% | -47.3% |
| 3M | +13.2% | -4.8% | +18.0% | +14.0% |
| 6M | +114.3% | +10.7% | +103.6% | +106.3% |
| YTD | +179.5% | +25.0% | +154.5% | +160.1% |
| 1Y | +200.4% | +8.3% | +192.1% | +188.5% |
| 3Y | +92.2% | +36.8% | +55.4% | +67.9% |
| 5Y | -63.8% | +121.8% | -185.6% | -72.6% |
| 10Y | +0.4% | +9.2% | -8.8% | -15.1% |
| All | -93.1% | +9.3% | -102.4% | -94.3% |
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 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