-64.3%
IOVA vs IFF
-36.2%
-28.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -6.4% | -2.8% | -3.6% | -5.3% |
| 30D | +25.4% | -1.1% | +26.5% | +25.9% |
| 3M | +115.3% | +13.8% | +101.5% | +100.4% |
| 6M | +56.5% | +16.7% | +39.9% | +43.3% |
| YTD | +198.2% | +26.1% | +172.0% | +159.1% |
| 1Y | +242.0% | +33.5% | +208.5% | +188.4% |
| 3Y | +36.8% | +31.6% | +5.2% | +15.2% |
| 5Y | -64.3% | -34.9% | -29.4% | -59.5% |
| All | -64.3% | -36.2% | -28.0% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling