-23.8%
FICO vs IOVA
+78.3%
-102.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.0% | +11.9% | +0.8% |
| 7D | -0.3% | -19.0% | +18.8% | -0.4% |
| 30D | +1.7% | -40.3% | +42.0% | +1.4% |
| 3M | -35.2% | +78.3% | -113.5% | -37.1% |
| 6M | -33.7% | +94.5% | -128.1% | -36.1% |
| YTD | -58.2% | +183.5% | -241.7% | -60.4% |
| 1Y | -56.6% | +327.6% | -384.2% | -59.9% |
| All | -23.8% | +78.3% | -102.1% | -27.6% |
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