+5,904.2%
FTNT vs IOVA
-91.6%
+5,995.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -5.8% | +9.7% | -15.6% | -6.1% |
| 30D | -4.8% | +102.5% | -107.3% | -6.6% |
| 3M | +4.4% | +100.7% | -96.3% | +2.2% |
| 6M | +88.8% | +106.3% | -17.6% | +84.1% |
| YTD | +96.8% | +222.0% | -125.2% | +89.4% |
| 1Y | +104.5% | +299.5% | -195.1% | +95.1% |
| 3Y | +156.8% | +42.9% | +113.8% | +145.3% |
| 5Y | +144.1% | -65.0% | +209.0% | +137.3% |
| 10Y | +2,021.8% | +10.3% | +2,011.5% | +1,918.7% |
| All | +5,904.2% | -91.6% | +5,995.9% | +5,699.6% |
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