+153.4%
FTNT vs IOVA
-63.0%
+216.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -2.7% | +5.1% | -7.8% | -3.0% |
| 30D | -1.4% | +37.2% | -38.6% | -3.1% |
| 3M | +10.1% | +117.5% | -107.4% | +4.5% |
| 6M | +88.2% | +69.6% | +18.6% | +80.3% |
| YTD | +98.3% | +218.7% | -120.4% | +80.4% |
| 1Y | +96.0% | +265.5% | -169.6% | +75.3% |
| 3Y | +145.8% | +46.2% | +99.6% | +110.7% |
| All | +153.4% | -63.0% | +216.4% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling