+88.0%
FICO vs IOVA
-67.2%
+155.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +0.9% | -8.5% | +9.4% | +1.1% |
| 30D | +9.4% | -44.7% | +54.2% | +10.9% |
| 3M | -30.4% | +26.2% | -56.6% | -32.6% |
| 6M | -35.1% | +123.2% | -158.3% | -39.9% |
| YTD | -56.8% | +196.0% | -252.8% | -61.0% |
| 1Y | -58.4% | +240.9% | -299.3% | -63.0% |
| 3Y | -26.7% | +103.5% | -130.2% | -38.9% |
| 5Y | +88.0% | -65.5% | +153.5% | +66.7% |
| All | +88.0% | -67.2% | +155.2% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling