+99.6%
FOXA vs IBB
+94.9%
+4.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +10.0% | +4.6% | +5.4% | +7.9% |
| 3M | +5.0% | +6.8% | -1.8% | +1.6% |
| 6M | +3.4% | +23.1% | -19.7% | -6.2% |
| YTD | -5.5% | +26.0% | -31.5% | -15.7% |
| 1Y | +5.5% | +30.4% | -24.8% | -7.4% |
| 3Y | +139.3% | +85.4% | +53.9% | +75.4% |
| 5Y | +77.2% | +39.7% | +37.4% | +45.9% |
| All | +99.6% | +94.9% | +4.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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