+90.1%
FTNT vs IOVA
-65.6%
+155.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.7% |
| 7D | -1.0% | -7.0% | +6.0% | -0.5% |
| 30D | -33.6% | -44.4% | +10.8% | -31.1% |
| 3M | -20.9% | +24.7% | -45.5% | -21.5% |
| 6M | +11.0% | +118.6% | -107.7% | +5.5% |
| YTD | +61.3% | +196.3% | -135.0% | +48.1% |
| 1Y | +53.1% | +205.3% | -152.2% | +39.9% |
| 3Y | +152.1% | +103.8% | +48.3% | +108.0% |
| 5Y | +90.1% | -65.6% | +155.7% | +100.8% |
| All | +90.1% | -65.6% | +155.7% | +100.8% |
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 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