+90.8%
FOXA vs IOVA
-15.2%
+106.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.4% |
| 7D | -4.0% | +9.7% | -13.7% | -4.4% |
| 30D | +12.0% | +102.5% | -90.6% | +7.3% |
| 3M | +0.3% | +100.7% | -100.4% | -4.2% |
| 6M | +12.5% | +106.3% | -93.9% | +6.8% |
| YTD | -9.6% | +222.0% | -231.6% | -16.5% |
| 1Y | +8.6% | +299.5% | -291.0% | -1.4% |
| 3Y | +118.5% | +42.9% | +75.6% | +97.7% |
| 5Y | +88.8% | -65.0% | +153.7% | +77.8% |
| All | +90.8% | -15.2% | +106.0% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling