+164.3%
FSLY vs IOVA
+362.8%
-198.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -22.2% | -41.3% | +19.1% | -18.7% |
| 30D | -19.1% | -38.5% | +19.4% | -15.8% |
| 3M | -15.7% | +99.5% | -115.2% | -23.0% |
| 6M | -23.5% | +126.0% | -149.5% | -33.2% |
| YTD | +106.6% | +218.7% | -112.1% | +46.1% |
| 1Y | +164.3% | +378.0% | -213.8% | +32.3% |
| All | +164.3% | +362.8% | -198.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling