+98.3%
FOXA vs IP
+9.9%
+88.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -2.4% | -2.8% | +0.4% | -1.5% |
| 30D | +8.6% | +9.2% | -0.6% | +5.3% |
| 3M | +9.9% | -16.1% | +26.0% | +15.8% |
| 6M | +0.8% | +9.6% | -8.7% | -4.1% |
| YTD | -6.1% | -8.8% | +2.7% | -6.8% |
| 1Y | +3.3% | -5.5% | +8.8% | +0.8% |
| 3Y | +133.5% | +19.6% | +113.9% | +88.0% |
| 5Y | +75.8% | -13.5% | +89.3% | +64.2% |
| All | +98.3% | +9.9% | +88.4% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling