-32.3%
FSLY vs IOVA
-46.3%
+14.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -22.9% | -8.5% | -14.4% | -20.9% |
| 30D | -44.6% | -44.7% | +0.2% | -37.9% |
| 3M | -41.5% | +26.2% | -67.7% | -46.2% |
| 6M | -20.8% | +123.2% | -144.0% | -40.2% |
| YTD | +59.5% | +196.0% | -136.4% | +10.1% |
| 1Y | +36.1% | +240.9% | -204.8% | -10.2% |
| 3Y | -1.0% | +103.5% | -104.5% | -43.2% |
| 5Y | -66.9% | -65.5% | -1.5% | -73.1% |
| All | -32.3% | -46.3% | +14.0% | -48.0% |
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