+90.3%
FOXA vs IBN
+180.1%
-89.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.4% |
| 7D | -0.6% | -2.2% | +1.6% | 0.0% |
| 30D | +2.3% | -2.3% | +4.6% | +3.0% |
| 3M | -2.8% | +15.9% | -18.7% | -6.8% |
| 6M | +9.6% | +5.6% | +4.0% | +7.6% |
| YTD | -9.9% | -0.1% | -9.8% | -10.3% |
| 1Y | +5.4% | -6.5% | +11.9% | +6.7% |
| 3Y | +115.3% | +29.3% | +86.0% | +95.7% |
| 5Y | +93.1% | +56.6% | +36.5% | +63.3% |
| All | +90.3% | +180.1% | -89.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling