+94.4%
FOXA vs IP
+9.5%
+84.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.8% |
| 7D | +5.4% | -5.1% | +10.4% | +7.0% |
| 30D | +6.3% | +8.5% | -2.2% | +3.2% |
| 3M | +8.3% | -13.8% | +22.2% | +13.1% |
| 6M | +7.6% | +5.7% | +1.9% | +3.5% |
| YTD | -7.9% | -9.1% | +1.2% | -8.6% |
| 1Y | +2.4% | -0.8% | +3.2% | -2.0% |
| 3Y | +120.3% | +14.8% | +105.5% | +81.1% |
| 5Y | +71.0% | -11.5% | +82.5% | +57.7% |
| All | +94.4% | +9.5% | +84.9% | +44.3% |
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