+139.3%
FOXA vs IOVA
+99.0%
+40.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +4.0% |
| 7D | +2.7% | -3.5% | +6.2% | +2.8% |
| 30D | +10.0% | -45.4% | +55.4% | +12.3% |
| 3M | +5.0% | +19.0% | -14.0% | +2.9% |
| 6M | +3.4% | +112.0% | -108.6% | -2.0% |
| YTD | -5.5% | +184.2% | -189.7% | -12.0% |
| 1Y | +5.5% | +222.0% | -216.5% | -2.4% |
| 3Y | +139.3% | +92.6% | +46.7% | +100.7% |
| All | +139.3% | +99.0% | +40.3% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling