+36.6%
FFIV vs IOVA
+362.8%
-326.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.4% |
| 7D | -9.8% | -41.3% | +31.5% | -9.7% |
| 30D | -28.1% | -38.5% | +10.4% | -28.0% |
| 3M | -20.0% | +99.5% | -119.6% | -19.6% |
| 6M | -0.1% | +126.0% | -126.0% | +0.4% |
| YTD | +29.2% | +218.7% | -189.5% | +29.8% |
| 1Y | +36.6% | +378.0% | -341.4% | +36.4% |
| All | +36.6% | +362.8% | -326.2% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling