+108.6%
FOXA vs IOVA
+41.0%
+67.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.0% |
| 7D | -5.4% | -2.2% | -3.2% | -5.3% |
| 30D | +1.1% | +31.7% | -30.6% | -0.3% |
| 3M | -6.1% | +117.3% | -123.4% | -10.1% |
| 6M | +8.2% | +55.8% | -47.6% | +4.7% |
| YTD | -11.8% | +208.8% | -220.6% | -17.4% |
| 1Y | +9.9% | +255.7% | -245.8% | +1.9% |
| All | +108.6% | +41.0% | +67.6% | +81.7% |
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