+1,910.4%
FTNT vs IOVA
+0.8%
+1,909.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | +7.1% | -3.5% | +10.5% | +7.4% |
| 30D | -30.9% | -45.4% | +14.5% | -26.9% |
| 3M | -23.1% | +19.0% | -42.1% | -24.7% |
| 6M | +8.1% | +112.0% | -103.9% | -1.3% |
| YTD | +60.2% | +184.2% | -124.0% | +39.1% |
| 1Y | +57.0% | +222.0% | -165.0% | +34.0% |
| 3Y | +152.9% | +92.6% | +60.4% | +97.6% |
| 5Y | +85.9% | -63.2% | +149.1% | +66.9% |
| All | +1,910.4% | +0.8% | +1,909.7% | +1,443.7% |
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 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