-90.5%
FCEL vs IOVA
-64.1%
-26.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -5.9% |
| 7D | +15.1% | -2.2% | +17.3% | +15.7% |
| 30D | -16.4% | +31.7% | -48.2% | -23.0% |
| 3M | -5.3% | +117.3% | -122.5% | -26.5% |
| 6M | +124.5% | +55.8% | +68.7% | +86.8% |
| YTD | +126.7% | +208.8% | -82.1% | +53.0% |
| 1Y | +219.9% | +255.7% | -35.8% | +100.4% |
| 3Y | -61.6% | +41.7% | -103.3% | -75.4% |
| 5Y | -90.5% | -64.9% | -25.6% | -92.1% |
| All | -90.5% | -64.1% | -26.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling