+99.6%
FOXA vs IP
+9.2%
+90.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.7% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +10.0% | +7.9% | +2.1% | +7.0% |
| 3M | +5.0% | -15.3% | +20.3% | +10.3% |
| 6M | +3.4% | +10.5% | -7.1% | -1.9% |
| YTD | -5.5% | -9.4% | +3.9% | -6.0% |
| 1Y | +5.5% | -4.6% | +10.2% | +2.6% |
| 3Y | +139.3% | +21.2% | +118.1% | +91.2% |
| 5Y | +77.2% | -13.3% | +90.5% | +65.1% |
| All | +99.6% | +9.2% | +90.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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