+226.9%
FFIV vs IOVA
-92.2%
+319.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.2% |
| 7D | -2.1% | +1.9% | -4.0% | -2.2% |
| 30D | -33.8% | -44.1% | +10.3% | -32.9% |
| 3M | -20.6% | +28.9% | -49.5% | -21.5% |
| 6M | -10.2% | +125.7% | -135.9% | -12.9% |
| YTD | +24.5% | +199.3% | -174.8% | +19.3% |
| 1Y | +29.3% | +255.2% | -225.9% | +23.2% |
| 3Y | +103.8% | +106.8% | -3.0% | +92.6% |
| 5Y | +40.9% | -67.1% | +107.9% | +36.6% |
| 10Y | +126.6% | +16.7% | +109.9% | +111.6% |
| All | +226.9% | -92.2% | +319.1% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling