-58.5%
FICO vs IOVA
+207.9%
-266.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.6% |
| 7D | +2.2% | -3.5% | +5.7% | +1.8% |
| 30D | +0.1% | -45.4% | +45.5% | -5.1% |
| 3M | -35.2% | +19.0% | -54.2% | -34.5% |
| 6M | -32.4% | +112.0% | -144.4% | -30.6% |
| YTD | -57.4% | +184.2% | -241.6% | -54.1% |
| 1Y | -58.5% | +222.0% | -280.5% | -54.7% |
| All | -58.5% | +207.9% | -266.5% | -54.7% |
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