+86.3%
FOXA vs IBB
+88.5%
-2.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -5.4% | -3.9% | -1.5% | -3.8% |
| 30D | +1.1% | +2.7% | -1.6% | -0.3% |
| 3M | -6.1% | +21.4% | -27.5% | -14.1% |
| 6M | +8.2% | +20.1% | -11.8% | -0.9% |
| YTD | -11.8% | +21.9% | -33.7% | -20.0% |
| 1Y | +9.9% | +44.1% | -34.2% | -8.1% |
| 3Y | +110.7% | +63.4% | +47.4% | +64.0% |
| 5Y | +86.9% | +19.8% | +67.2% | +65.2% |
| All | +86.3% | +88.5% | -2.2% | +18.0% |
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