-3.3%
FSLY vs IOVA
+87.0%
-90.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.5% |
| 7D | -31.4% | -5.2% | -26.2% | -30.5% |
| 30D | -37.3% | -37.8% | +0.5% | -33.3% |
| 3M | -30.1% | +29.5% | -59.6% | -33.6% |
| 6M | -49.8% | +96.6% | -146.4% | -56.6% |
| YTD | +55.7% | +194.5% | -138.8% | +21.0% |
| 1Y | +44.5% | +248.1% | -203.6% | +7.9% |
| All | -3.3% | +87.0% | -90.3% | -45.7% |
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