+74.9%
FOXA vs IP
-12.0%
+86.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.7% |
| 7D | +5.4% | -5.1% | +10.4% | +6.4% |
| 30D | +6.3% | +8.5% | -2.2% | +4.4% |
| 3M | +8.3% | -13.8% | +22.2% | +11.2% |
| 6M | +7.6% | +5.7% | +1.9% | +5.2% |
| YTD | -7.9% | -9.1% | +1.2% | -8.2% |
| 1Y | +2.4% | -0.8% | +3.2% | -0.5% |
| 3Y | +120.3% | +14.8% | +105.5% | +88.0% |
| All | +74.9% | -12.0% | +86.9% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling