-6.6%
FSLY vs IOVA
+50.0%
-56.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.5% |
| 7D | +3.5% | +5.1% | -1.6% | +2.8% |
| 30D | -6.4% | +37.2% | -43.6% | -11.1% |
| 3M | +10.9% | +117.5% | -106.6% | -5.3% |
| 6M | +6.7% | +69.6% | -62.9% | -5.2% |
| YTD | +111.1% | +218.7% | -107.6% | +63.7% |
| 1Y | +185.8% | +265.5% | -79.8% | +112.8% |
| 3Y | -6.6% | +46.2% | -52.8% | -43.0% |
| All | -6.6% | +50.0% | -56.6% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling