+92.4%
FOXA vs IEF
+4.4%
+87.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | +0.8% | -1.3% | +2.1% | +0.2% |
| 30D | +5.0% | -1.7% | +6.8% | +4.2% |
| 3M | -3.0% | -2.5% | -0.5% | -4.2% |
| 6M | +14.8% | -3.3% | +18.0% | +13.0% |
| YTD | -8.9% | -2.8% | -6.1% | -10.1% |
| 1Y | +13.3% | -2.7% | +16.0% | +11.9% |
| 3Y | +115.4% | +8.9% | +106.5% | +125.1% |
| 5Y | +95.3% | -9.4% | +104.7% | +53.5% |
| All | +92.4% | +4.4% | +87.9% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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