+89.5%
FOXA vs IP
-17.2%
+106.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.8% |
| 7D | -4.0% | -5.3% | +1.3% | -2.9% |
| 30D | +12.0% | -10.9% | +22.8% | +14.5% |
| 3M | +0.3% | +11.2% | -10.9% | -2.6% |
| 6M | +12.5% | -10.2% | +22.7% | +14.2% |
| YTD | -9.6% | -2.0% | -7.6% | -11.0% |
| 1Y | +8.6% | -19.1% | +27.7% | +12.2% |
| 3Y | +118.5% | +20.9% | +97.7% | +86.3% |
| All | +89.5% | -17.2% | +106.7% | +94.9% |
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