+538.9%
FICO vs IOVA
-0.9%
+539.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | -1.1% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -0.8% | -47.4% | +46.6% | +3.2% |
| 3M | -31.3% | +13.2% | -44.5% | -34.4% |
| 6M | -33.9% | +114.3% | -148.3% | -42.0% |
| YTD | -57.6% | +179.5% | -237.1% | -64.4% |
| 1Y | -59.7% | +200.4% | -260.0% | -66.5% |
| 3Y | -28.0% | +92.2% | -120.2% | -45.3% |
| 5Y | +91.0% | -63.8% | +154.7% | +65.8% |
| All | +538.9% | -0.9% | +539.8% | +366.9% |
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