-14.2%
FSLY vs IOVA
-41.6%
+27.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -10.6% | +9.7% | -20.4% | -12.4% |
| 30D | -20.9% | +102.5% | -123.4% | -35.2% |
| 3M | +3.4% | +100.7% | -97.3% | -16.8% |
| 6M | +2.7% | +106.3% | -103.6% | -19.0% |
| YTD | +102.3% | +222.0% | -119.7% | +40.1% |
| 1Y | +182.1% | +299.5% | -117.5% | +83.6% |
| 3Y | -14.6% | +42.9% | -57.5% | -45.3% |
| 5Y | -55.9% | -65.0% | +9.1% | -63.5% |
| All | -14.2% | -41.6% | +27.4% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling