+4,821.2%
FTNT vs IOVA
-92.3%
+4,913.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.7% |
| 7D | -1.0% | -7.0% | +6.0% | -0.8% |
| 30D | -33.6% | -44.4% | +10.8% | -32.6% |
| 3M | -20.9% | +24.7% | -45.5% | -21.4% |
| 6M | +11.0% | +118.6% | -107.7% | +8.3% |
| YTD | +61.3% | +196.3% | -135.0% | +55.5% |
| 1Y | +53.1% | +205.3% | -152.2% | +47.4% |
| 3Y | +152.1% | +103.8% | +48.3% | +139.0% |
| 5Y | +90.1% | -65.6% | +155.7% | +85.0% |
| 10Y | +1,910.4% | +6.4% | +1,903.9% | +1,815.4% |
| All | +4,821.2% | -92.3% | +4,913.5% | +4,661.2% |
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