-5.3%
FSLY vs IOVA
-43.9%
+38.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.3% |
| 7D | +11.2% | -2.2% | +13.4% | +11.6% |
| 30D | -18.2% | +31.7% | -49.9% | -23.9% |
| 3M | +21.9% | +117.3% | -95.4% | -3.9% |
| 6M | +4.0% | +55.8% | -51.8% | -12.2% |
| YTD | +123.1% | +208.8% | -85.7% | +55.8% |
| 1Y | +196.9% | +255.7% | -58.8% | +98.6% |
| 3Y | -1.3% | +41.7% | -42.9% | -36.9% |
| 5Y | -50.2% | -64.9% | +14.7% | -58.9% |
| All | -5.3% | -43.9% | +38.6% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling