+75.8%
IOVA vs USFR
+27.5%
+48.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +9.7% | +0.1% | +9.7% | +9.7% |
| 30D | +102.5% | +0.3% | +102.2% | +102.3% |
| 3M | +100.7% | +1.0% | +99.7% | +100.0% |
| 6M | +106.3% | +1.9% | +104.4% | +104.9% |
| YTD | +222.0% | +2.6% | +219.4% | +218.9% |
| 1Y | +299.5% | +4.0% | +295.5% | +293.7% |
| 3Y | +42.9% | +14.1% | +28.8% | +35.3% |
| 5Y | -65.0% | +20.4% | -85.4% | -67.5% |
| 10Y | +10.3% | +28.0% | -17.7% | +3.1% |
| All | +75.8% | +27.5% | +48.3% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling