+42.6%
IOVA vs IFF
+29.0%
+13.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | -2.2% | -3.2% | +1.0% | -1.0% |
| 30D | +27.6% | -0.3% | +27.9% | +27.7% |
| 3M | +117.2% | +8.4% | +108.7% | +106.2% |
| 6M | +77.7% | +23.0% | +54.7% | +58.1% |
| YTD | +215.0% | +25.5% | +189.6% | +171.2% |
| 1Y | +255.4% | +29.1% | +226.3% | +199.8% |
| 3Y | +42.6% | +31.7% | +11.0% | +14.9% |
| All | +42.6% | +29.0% | +13.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling