-5.3%
FSLY vs IOVA
-45.9%
+40.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.7% |
| 7D | +7.5% | -6.4% | +14.0% | +8.9% |
| 30D | -21.1% | +25.4% | -46.5% | -25.8% |
| 3M | +21.8% | +115.3% | -93.6% | -4.0% |
| 6M | -0.1% | +56.5% | -56.7% | -15.9% |
| YTD | +123.1% | +198.2% | -75.1% | +56.9% |
| 1Y | +208.6% | +242.0% | -33.5% | +108.1% |
| 3Y | -1.3% | +36.8% | -38.1% | -36.5% |
| 5Y | -48.4% | -64.3% | +15.9% | -57.7% |
| All | -5.3% | -45.9% | +40.5% | -25.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling