+101.2%
FFIV vs IOVA
+85.3%
+15.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.5% |
| 7D | -8.1% | -5.2% | -2.9% | -7.9% |
| 30D | -33.4% | -37.8% | +4.4% | -32.4% |
| 3M | -24.7% | +29.5% | -54.2% | -26.1% |
| 6M | -8.8% | +96.6% | -105.4% | -12.9% |
| YTD | +21.8% | +194.5% | -172.7% | +13.0% |
| 1Y | +25.3% | +248.1% | -222.8% | +14.9% |
| 3Y | +101.2% | +86.1% | +15.0% | +74.4% |
| All | +101.2% | +85.3% | +15.9% | +74.4% |
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 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