+8.9%
FOXA vs IOVA
+362.8%
-353.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +3.9% |
| 7D | +9.9% | -41.3% | +51.1% | +11.8% |
| 30D | +10.0% | -38.5% | +48.5% | +11.5% |
| 3M | +18.4% | +99.5% | -81.1% | +11.1% |
| 6M | +12.2% | +126.0% | -113.8% | +4.2% |
| YTD | -3.8% | +218.7% | -222.5% | -12.1% |
| 1Y | +8.9% | +378.0% | -369.1% | -1.0% |
| All | +8.9% | +362.8% | -353.8% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling