+13.3%
FOXA vs IOVA
+259.8%
-246.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.9% |
| 7D | +0.8% | -2.2% | +3.0% | +0.9% |
| 30D | +5.0% | +27.6% | -22.6% | +3.4% |
| 3M | -3.0% | +117.2% | -120.2% | -7.8% |
| 6M | +14.8% | +77.7% | -62.9% | +9.5% |
| YTD | -8.9% | +215.0% | -223.9% | -14.7% |
| 1Y | +13.3% | +255.4% | -242.0% | +6.0% |
| All | +13.3% | +259.8% | -246.5% | +6.0% |
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