+98.3%
FOXA vs IBB
+100.1%
-1.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | +8.6% | +6.8% | +1.8% | +5.6% |
| 3M | +9.9% | +9.2% | +0.7% | +5.4% |
| 6M | +0.8% | +28.3% | -27.5% | -10.2% |
| YTD | -6.1% | +29.4% | -35.5% | -17.1% |
| 1Y | +3.3% | +33.2% | -29.9% | -10.2% |
| 3Y | +133.5% | +90.2% | +43.3% | +69.4% |
| 5Y | +75.8% | +44.0% | +31.8% | +42.9% |
| All | +98.3% | +100.1% | -1.8% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling