-64.9%
IOVA vs USFR
+20.4%
-85.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.6% |
| 30D | +31.7% | +0.3% | +31.4% | +29.3% |
| 3M | +117.3% | +1.0% | +116.3% | +103.3% |
| 6M | +55.8% | +1.9% | +53.9% | +35.3% |
| YTD | +208.8% | +2.7% | +206.1% | +150.9% |
| 1Y | +255.7% | +4.0% | +251.7% | +155.5% |
| 3Y | +41.7% | +14.0% | +27.6% | -64.7% |
| 5Y | -64.9% | +20.4% | -85.3% | -96.6% |
| All | -64.9% | +20.4% | -85.3% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling