+132.5%
FOXA vs IP
+22.2%
+110.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.3% |
| 7D | +7.9% | -3.0% | +10.9% | +8.1% |
| 30D | +8.5% | +10.6% | -2.2% | +7.4% |
| 3M | +6.2% | -13.6% | +19.8% | +7.5% |
| 6M | +8.0% | +10.4% | -2.4% | +6.5% |
| YTD | -6.5% | -6.5% | 0.0% | -6.8% |
| 1Y | +3.6% | -2.1% | +5.7% | +2.4% |
| All | +132.5% | +22.2% | +110.3% | +122.1% |
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