+86.9%
FOXA vs IAG
+804.8%
-717.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -5.4% | +1.7% | -7.1% | -5.5% |
| 30D | +1.1% | +11.4% | -10.3% | +0.7% |
| 3M | -6.1% | +33.0% | -39.1% | -7.3% |
| 6M | +8.2% | -6.0% | +14.2% | +8.2% |
| YTD | -11.8% | +24.6% | -36.3% | -13.1% |
| 1Y | +9.9% | +105.0% | -95.1% | +5.5% |
| 3Y | +110.7% | +837.9% | -727.2% | +81.4% |
| 5Y | +86.9% | +817.0% | -730.0% | +56.4% |
| All | +86.9% | +804.8% | -717.9% | +56.4% |
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