+4.4%
FICO vs IOVA
+44.8%
-40.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.0% | -17.7% | -16.7% |
| 7D | -19.2% | +9.7% | -28.9% | -19.4% |
| 30D | -14.6% | +102.5% | -117.1% | -16.1% |
| 3M | -20.1% | +100.7% | -120.8% | -21.8% |
| 6M | -36.3% | +106.3% | -142.7% | -37.8% |
| YTD | -44.9% | +222.0% | -266.8% | -47.1% |
| 1Y | -38.6% | +299.5% | -338.2% | -41.9% |
| All | +4.4% | +44.8% | -40.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling