+61.8%
IOVA vs USFR
+28.6%
+33.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -44.4% | +0.4% | -44.8% | -44.5% |
| 3M | +24.7% | +1.1% | +23.6% | +24.2% |
| 6M | +118.6% | +2.1% | +116.6% | +117.1% |
| YTD | +196.3% | +3.4% | +192.9% | +192.6% |
| 1Y | +205.3% | +4.1% | +201.2% | +200.8% |
| 3Y | +103.8% | +14.4% | +89.4% | +92.6% |
| 5Y | -65.6% | +21.4% | -87.0% | -68.2% |
| 10Y | +6.4% | +28.5% | -22.1% | -0.9% |
| All | +61.8% | +28.6% | +33.2% | +69.5% |
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