-99.8%
FCEL vs IOVA
-92.2%
-7.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.5% |
| 7D | +3.0% | +1.9% | +1.2% | +3.1% |
| 30D | -40.0% | -44.1% | +4.1% | -37.9% |
| 3M | -47.0% | +28.9% | -75.9% | -48.4% |
| 6M | -21.0% | +125.7% | -146.7% | -26.6% |
| YTD | +48.0% | +199.3% | -151.3% | +34.1% |
| 1Y | +43.9% | +255.2% | -211.3% | +28.5% |
| 3Y | -67.5% | +106.8% | -174.3% | -70.9% |
| 5Y | -96.7% | -67.1% | -29.6% | -96.8% |
| 10Y | -99.0% | +16.7% | -115.7% | -99.1% |
| All | -99.8% | -92.2% | -7.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling