+76.9%
FICO vs IOVA
-67.9%
+144.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -0.9% | -5.2% | +4.2% | -0.8% |
| 30D | +3.3% | -37.8% | +41.1% | +4.3% |
| 3M | -31.7% | +29.5% | -61.2% | -34.0% |
| 6M | -34.0% | +96.6% | -130.5% | -38.4% |
| YTD | -58.3% | +194.5% | -252.8% | -62.5% |
| 1Y | -57.9% | +248.1% | -306.0% | -62.7% |
| 3Y | -24.1% | +86.1% | -110.2% | -36.2% |
| All | +76.9% | -67.9% | +144.8% | +59.2% |
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