-58.4%
FICO vs IOVA
+233.9%
-292.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.8% |
| 7D | +0.9% | -8.5% | +9.4% | 0.0% |
| 30D | +9.4% | -44.7% | +54.2% | +4.2% |
| 3M | -30.4% | +26.2% | -56.6% | -29.6% |
| 6M | -35.1% | +123.2% | -158.3% | -33.7% |
| YTD | -56.8% | +196.0% | -252.8% | -54.2% |
| 1Y | -58.4% | +240.9% | -299.3% | -55.8% |
| All | -58.4% | +233.9% | -292.3% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling