+90.1%
FOXA vs IFF
-19.2%
+109.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -3.7% | -2.8% | -0.9% | -3.0% |
| 30D | +5.4% | -1.1% | +6.5% | +5.6% |
| 3M | -3.7% | +13.8% | -17.6% | -7.1% |
| 6M | +12.6% | +16.7% | -4.1% | +6.8% |
| YTD | -10.0% | +26.1% | -36.1% | -16.9% |
| 1Y | +15.0% | +33.5% | -18.5% | +4.1% |
| 3Y | +115.1% | +31.6% | +83.5% | +91.0% |
| 5Y | +93.0% | -34.9% | +127.9% | +109.3% |
| All | +90.1% | -19.2% | +109.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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