+602.8%
FICO vs IOVA
+9.5%
+593.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.0% | -17.7% | -16.8% |
| 7D | -19.2% | +9.7% | -28.9% | -19.9% |
| 30D | -14.6% | +102.5% | -117.1% | -21.1% |
| 3M | -20.1% | +100.7% | -120.8% | -26.7% |
| 6M | -36.3% | +106.3% | -142.7% | -42.3% |
| YTD | -44.9% | +222.0% | -266.8% | -52.8% |
| 1Y | -38.6% | +299.5% | -338.2% | -49.3% |
| 3Y | +4.0% | +42.9% | -38.9% | -15.3% |
| 5Y | +99.5% | -65.0% | +164.5% | +80.7% |
| All | +602.8% | +9.5% | +593.4% | +427.4% |
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