+108.6%
FOXA vs IBN
+25.8%
+82.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -5.4% | -5.1% | -0.3% | -4.6% |
| 30D | +1.1% | -3.5% | +4.7% | +1.8% |
| 3M | -6.1% | +11.3% | -17.4% | -7.6% |
| 6M | +8.2% | +4.4% | +3.8% | +7.6% |
| YTD | -11.8% | -1.8% | -10.0% | -11.4% |
| 1Y | +9.9% | -8.0% | +17.9% | +11.8% |
| All | +108.6% | +25.8% | +82.8% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling