+93.6%
FOXA vs IOT
+54.1%
+39.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +0.8% | -4.5% | +5.3% | +1.2% |
| 30D | +5.0% | -2.4% | +7.5% | +5.1% |
| 3M | -3.0% | +19.0% | -22.0% | -5.0% |
| 6M | +14.8% | +19.6% | -4.9% | +11.9% |
| YTD | -8.9% | +8.3% | -17.2% | -10.7% |
| 1Y | +13.3% | -0.8% | +14.1% | +11.7% |
| 3Y | +115.4% | +24.4% | +91.0% | +102.9% |
| All | +93.6% | +54.1% | +39.5% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling