+378.0%
IOVA vs USFR
+4.1%
+373.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -41.3% | +0.1% | -41.4% | -39.4% |
| 30D | -38.5% | +0.4% | -38.9% | -32.0% |
| 3M | +99.5% | +1.1% | +98.5% | +179.1% |
| 6M | +126.0% | +2.0% | +123.9% | +403.7% |
| YTD | +218.7% | +3.4% | +215.3% | +968.5% |
| 1Y | +378.0% | +4.1% | +373.9% | +2,498.0% |
| All | +378.0% | +4.1% | +373.9% | +2,498.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling