+141.9%
FFIV vs IOVA
+49.0%
+92.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | -1.0% | +9.7% | -10.7% | -1.3% |
| 30D | -5.1% | +102.5% | -107.6% | -8.3% |
| 3M | -4.5% | +100.7% | -105.1% | -8.0% |
| 6M | +36.5% | +106.3% | -69.9% | +30.6% |
| YTD | +53.0% | +222.0% | -169.0% | +42.3% |
| 1Y | +24.2% | +299.5% | -275.3% | +13.5% |
| All | +141.9% | +49.0% | +92.9% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling