-28.3%
FSLY vs IOVA
-49.3%
+20.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.7% | +5.3% | +0.8% |
| 7D | +11.8% | -1.4% | +13.2% | +12.1% |
| 30D | -36.5% | -47.4% | +10.8% | -28.1% |
| 3M | -39.7% | +13.2% | -53.0% | -43.3% |
| 6M | -9.7% | +114.3% | -124.0% | -31.2% |
| YTD | +68.9% | +179.5% | -110.6% | +17.9% |
| 1Y | +44.5% | +200.4% | -155.9% | -1.7% |
| 3Y | +4.8% | +92.2% | -87.4% | -39.2% |
| 5Y | -66.0% | -63.8% | -2.2% | -72.8% |
| All | -28.3% | -49.3% | +20.9% | -44.3% |
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 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