+46.2%
IOVA vs USFR
+14.0%
+32.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +37.2% | +0.3% | +36.9% | +36.9% |
| 3M | +117.5% | +1.0% | +116.5% | +115.4% |
| 6M | +69.6% | +1.9% | +67.7% | +63.4% |
| YTD | +218.7% | +2.7% | +216.0% | +192.7% |
| 1Y | +265.5% | +4.0% | +261.5% | +206.5% |
| 3Y | +46.2% | +14.0% | +32.2% | -51.0% |
| All | +46.2% | +14.0% | +32.2% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling