+2,111.2%
FTNT vs IOVA
+3.8%
+2,107.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.3% |
| 7D | +1.6% | -6.4% | +8.0% | +2.2% |
| 30D | -1.9% | +25.4% | -27.3% | -4.2% |
| 3M | +14.4% | +115.3% | -101.0% | +4.6% |
| 6M | +88.7% | +56.5% | +32.1% | +76.1% |
| YTD | +100.0% | +198.2% | -98.1% | +72.7% |
| 1Y | +99.9% | +242.0% | -142.2% | +67.9% |
| 3Y | +147.9% | +36.8% | +111.1% | +100.9% |
| 5Y | +155.8% | -64.3% | +220.1% | +130.0% |
| All | +2,111.2% | +3.8% | +2,107.3% | +1,637.8% |
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 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