+499.7%
FICO vs IOVA
+34.0%
+465.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.7% |
| 7D | -0.9% | -5.2% | +4.2% | -0.7% |
| 30D | +3.3% | -37.8% | +41.1% | +6.0% |
| 3M | -31.7% | +29.5% | -61.2% | -35.6% |
| 6M | -34.0% | +96.6% | -130.5% | -41.4% |
| YTD | -58.3% | +194.5% | -252.8% | -65.1% |
| 1Y | -57.9% | +248.1% | -306.0% | -65.6% |
| 3Y | -24.1% | +86.1% | -110.2% | -41.8% |
| 5Y | +85.3% | -67.8% | +153.2% | +64.7% |
| All | +499.7% | +34.0% | +465.7% | +333.1% |
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 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