-99.0%
FCEL vs IOVA
+7.2%
-106.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +3.9% | -7.0% | +10.9% | +5.9% |
| 30D | -33.1% | -44.4% | +11.3% | -25.4% |
| 3M | -43.0% | +24.7% | -67.6% | -47.9% |
| 6M | -31.3% | +118.6% | -150.0% | -46.6% |
| YTD | +49.8% | +196.3% | -146.5% | +5.1% |
| 1Y | +48.2% | +205.3% | -157.1% | +2.3% |
| 3Y | -64.6% | +103.8% | -168.3% | -77.2% |
| 5Y | -96.7% | -65.6% | -31.1% | -97.3% |
| 10Y | -99.0% | +6.4% | -105.5% | -99.3% |
| All | -99.0% | +7.2% | -106.2% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling