+12.1%
FOXA vs IRE
-82.8%
+94.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.2% | -10.5% | -0.2% |
| 7D | -0.6% | +58.9% | -59.5% | -0.2% |
| 30D | +2.3% | +17.2% | -14.8% | +2.6% |
| 3M | -2.8% | -58.6% | +55.8% | -2.5% |
| 6M | +9.6% | -23.5% | +33.1% | +9.2% |
| YTD | -9.9% | -47.4% | +37.5% | -10.0% |
| All | +12.1% | -82.8% | +94.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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