+5.5%
FOXA vs IBB
+29.7%
-24.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.2% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +10.0% | +4.6% | +5.4% | +10.0% |
| 3M | +5.0% | +6.8% | -1.8% | +5.2% |
| 6M | +3.4% | +23.1% | -19.7% | +4.3% |
| YTD | -5.5% | +26.0% | -31.5% | -4.2% |
| 1Y | +5.5% | +30.4% | -24.8% | +7.8% |
| All | +5.5% | +29.7% | -24.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling