+196.9%
FSLY vs IOVA
+254.2%
-57.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.0% |
| 7D | +11.2% | -2.2% | +13.4% | +11.4% |
| 30D | -18.2% | +31.7% | -49.9% | -21.4% |
| 3M | +21.9% | +117.3% | -95.4% | +2.6% |
| 6M | +4.0% | +55.8% | -51.8% | -2.7% |
| YTD | +123.1% | +208.8% | -85.7% | +51.9% |
| 1Y | +196.9% | +255.7% | -58.8% | +56.1% |
| All | +196.9% | +254.2% | -57.3% | +56.1% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling