+86.9%
FOXA vs IOVA
-64.1%
+151.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.9% |
| 7D | -5.4% | -2.2% | -3.2% | -5.3% |
| 30D | +1.1% | +31.7% | -30.6% | -0.5% |
| 3M | -6.1% | +117.3% | -123.4% | -10.6% |
| 6M | +8.2% | +55.8% | -47.6% | +4.4% |
| YTD | -11.8% | +208.8% | -220.6% | -18.2% |
| 1Y | +9.9% | +255.7% | -245.8% | +0.7% |
| 3Y | +110.7% | +41.7% | +69.1% | +89.9% |
| 5Y | +86.9% | -64.9% | +151.8% | +81.8% |
| All | +86.9% | -64.1% | +151.1% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling