+531.6%
FICO vs IOVA
+28.7%
+503.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | -0.1% | +1.9% | -1.9% | -0.3% |
| 30D | +8.4% | -44.1% | +52.5% | +12.2% |
| 3M | -30.5% | +28.9% | -59.4% | -34.4% |
| 6M | -35.7% | +125.7% | -161.4% | -43.7% |
| YTD | -57.2% | +199.3% | -256.5% | -64.2% |
| 1Y | -58.4% | +255.2% | -313.6% | -66.1% |
| 3Y | -24.8% | +106.8% | -131.7% | -43.1% |
| 5Y | +79.3% | -67.1% | +146.3% | +58.9% |
| 10Y | +531.6% | +16.7% | +514.9% | +356.1% |
| All | +531.6% | +28.7% | +503.0% | +356.1% |
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