+123.7%
FOXA vs IP
+12.9%
+110.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -2.5% |
| 7D | +4.9% | -5.0% | +9.9% | +5.3% |
| 30D | +9.0% | +6.5% | +2.5% | +8.3% |
| 3M | +15.8% | -18.0% | +33.9% | +17.8% |
| 6M | +9.2% | +10.3% | -1.1% | +7.6% |
| YTD | -6.5% | -9.9% | +3.4% | -6.5% |
| 1Y | +5.4% | -1.1% | +6.5% | +3.8% |
| All | +123.7% | +12.9% | +110.8% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling