-98.6%
FCUV vs IOVA
+9.7%
-108.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.4% | +3.8% |
| 7D | -66.5% | -2.2% | -64.3% | -66.6% |
| 30D | +5.0% | +27.6% | -22.6% | +7.1% |
| 3M | +63.8% | +117.2% | -53.4% | +77.2% |
| 6M | -67.8% | +77.7% | -145.5% | -65.1% |
| YTD | -82.4% | +215.0% | -297.4% | -81.3% |
| 1Y | -94.7% | +255.4% | -350.1% | -94.5% |
| 3Y | -99.3% | +42.6% | -141.9% | -99.2% |
| 5Y | -99.9% | -62.2% | -37.6% | -99.8% |
| All | -98.6% | +9.7% | -108.3% | -98.4% |
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