+76.5%
FOXA vs IAG
+421.7%
-345.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.1% | +4.1% |
| 7D | +2.7% | -7.7% | +10.3% | +2.9% |
| 30D | +10.0% | +1.6% | +8.4% | +9.8% |
| 3M | +5.0% | -2.4% | +7.4% | +4.9% |
| 6M | +3.4% | -7.8% | +11.2% | +3.4% |
| YTD | -5.5% | +5.0% | -10.5% | -6.4% |
| 1Y | +5.5% | +25.7% | -20.2% | +3.6% |
| 3Y | +139.3% | +694.5% | -555.2% | +108.1% |
| All | +76.5% | +421.7% | -345.2% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling