-99.3%
FCUV vs IOVA
+41.0%
-140.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.1% | -3.9% | -7.8% |
| 7D | -63.8% | -2.2% | -61.5% | -64.2% |
| 30D | -14.7% | +31.7% | -46.4% | -8.6% |
| 3M | +65.3% | +117.3% | -52.0% | +109.6% |
| 6M | -68.5% | +55.8% | -124.3% | -59.5% |
| YTD | -83.0% | +208.8% | -291.8% | -78.6% |
| 1Y | -94.4% | +255.7% | -350.1% | -93.0% |
| All | -99.3% | +41.0% | -140.3% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling