-61.5%
IOVA vs FWONK
+97.7%
-159.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +27.6% | -7.7% | +35.3% | +31.1% |
| 3M | +117.2% | +5.7% | +111.5% | +113.1% |
| 6M | +77.7% | +13.5% | +64.2% | +69.0% |
| YTD | +215.0% | -3.0% | +218.0% | +216.2% |
| 1Y | +255.4% | -6.4% | +261.8% | +261.8% |
| 3Y | +42.6% | +43.8% | -1.2% | +18.2% |
| All | -61.5% | +97.7% | -159.2% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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