+94.9%
FFIV vs IOVA
+99.0%
-4.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.8% |
| 7D | -0.5% | -3.5% | +2.9% | -0.4% |
| 30D | -32.4% | -45.4% | +13.0% | -31.0% |
| 3M | -25.7% | +19.0% | -44.7% | -26.8% |
| 6M | -13.5% | +112.0% | -125.5% | -17.6% |
| YTD | +21.1% | +184.2% | -163.1% | +12.5% |
| 1Y | +29.4% | +222.0% | -192.6% | +19.2% |
| 3Y | +94.9% | +92.6% | +2.3% | +68.5% |
| All | +94.9% | +99.0% | -4.1% | +68.5% |
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