+2,768.1%
FICO vs IOVA
-92.3%
+2,860.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -0.9% | -5.2% | +4.2% | -0.9% |
| 30D | +3.3% | -37.8% | +41.1% | +4.2% |
| 3M | -31.7% | +29.5% | -61.2% | -32.8% |
| 6M | -34.0% | +96.6% | -130.5% | -36.0% |
| YTD | -58.3% | +194.5% | -252.8% | -60.2% |
| 1Y | -57.9% | +248.1% | -306.0% | -60.1% |
| 3Y | -24.1% | +86.1% | -110.2% | -28.5% |
| 5Y | +85.3% | -67.8% | +153.2% | +79.0% |
| 10Y | +520.3% | +38.6% | +481.7% | +483.3% |
| All | +2,768.1% | -92.3% | +2,860.5% | +2,563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling