+90.8%
FOXA vs IAG
+488.5%
-397.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -4.0% | -0.5% | -3.4% | -3.9% |
| 30D | +12.0% | +28.9% | -16.9% | +10.5% |
| 3M | +0.3% | +19.1% | -18.9% | -0.9% |
| 6M | +12.5% | -10.3% | +22.7% | +12.6% |
| YTD | -9.6% | +24.2% | -33.8% | -11.4% |
| 1Y | +8.6% | +116.5% | -107.9% | +2.8% |
| 3Y | +118.5% | +742.8% | -624.3% | +85.6% |
| 5Y | +88.8% | +753.3% | -664.6% | +55.2% |
| All | +90.8% | +488.5% | -397.7% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling