+61.6%
IOVA vs USFR
+28.6%
+33.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -8.5% | +0.1% | -8.6% | -8.5% |
| 30D | -44.7% | +0.4% | -45.1% | -44.8% |
| 3M | +26.2% | +1.1% | +25.2% | +25.8% |
| 6M | +123.2% | +2.1% | +121.2% | +121.6% |
| YTD | +196.0% | +3.4% | +192.5% | +192.3% |
| 1Y | +240.9% | +4.1% | +236.8% | +235.9% |
| 3Y | +103.5% | +14.4% | +89.1% | +92.4% |
| 5Y | -65.5% | +21.4% | -86.9% | -68.1% |
| 10Y | +7.0% | +28.5% | -21.5% | -0.4% |
| All | +61.6% | +28.6% | +33.0% | +69.3% |
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