+108.6%
FOXA vs IAG
+817.0%
-708.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | -5.4% | +1.7% | -7.1% | -5.5% |
| 30D | +1.1% | +11.4% | -10.3% | +0.9% |
| 3M | -6.1% | +33.0% | -39.1% | -6.8% |
| 6M | +8.2% | -6.0% | +14.2% | +8.4% |
| YTD | -11.8% | +24.6% | -36.3% | -12.5% |
| 1Y | +9.9% | +105.0% | -95.1% | +7.1% |
| All | +108.6% | +817.0% | -708.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling