+90.1%
FOXA vs IAG
+477.3%
-387.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | -3.7% | -4.1% | +0.3% | -3.5% |
| 30D | +5.4% | +10.6% | -5.3% | +4.8% |
| 3M | -3.7% | +35.4% | -39.1% | -5.4% |
| 6M | +12.6% | -9.5% | +22.1% | +12.7% |
| YTD | -10.0% | +21.8% | -31.8% | -11.6% |
| 1Y | +15.0% | +84.1% | -69.1% | +10.0% |
| 3Y | +115.1% | +817.4% | -702.3% | +81.6% |
| 5Y | +93.0% | +830.1% | -737.1% | +57.6% |
| All | +90.1% | +477.3% | -387.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling