+126.7%
FFIV vs IOVA
+7.2%
+119.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -2.9% | -7.0% | +4.1% | -2.5% |
| 30D | -32.4% | -44.4% | +12.0% | -30.1% |
| 3M | -22.7% | +24.7% | -47.4% | -25.0% |
| 6M | -10.7% | +118.6% | -129.3% | -18.0% |
| YTD | +25.4% | +196.3% | -171.0% | +10.9% |
| 1Y | +34.2% | +205.3% | -171.1% | +18.0% |
| 3Y | +101.2% | +103.8% | -2.6% | +67.6% |
| 5Y | +42.0% | -65.6% | +107.5% | +30.2% |
| 10Y | +126.7% | +6.4% | +120.3% | +81.9% |
| All | +126.7% | +7.2% | +119.6% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling