+97.4%
FOXA vs IP
+8.6%
+88.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -1.6% |
| 7D | +4.9% | -5.0% | +9.9% | +6.5% |
| 30D | +9.0% | +6.5% | +2.5% | +6.5% |
| 3M | +15.8% | -18.0% | +33.9% | +22.8% |
| 6M | +9.2% | +10.3% | -1.1% | +3.5% |
| YTD | -6.5% | -9.9% | +3.4% | -6.9% |
| 1Y | +5.4% | -1.1% | +6.5% | +0.9% |
| 3Y | +120.1% | +13.0% | +107.1% | +82.1% |
| 5Y | +73.6% | -12.3% | +85.9% | +60.6% |
| All | +97.4% | +8.6% | +88.9% | +46.9% |
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 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