+8.6%
FOXA vs IRM
+34.4%
-25.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.2% |
| 7D | -4.0% | -0.5% | -3.5% | -4.0% |
| 30D | +12.0% | -8.1% | +20.1% | +11.0% |
| 3M | +0.3% | -9.7% | +9.9% | -0.7% |
| 6M | +12.5% | +10.0% | +2.5% | +13.3% |
| YTD | -9.6% | +43.0% | -52.6% | -8.9% |
| 1Y | +8.6% | +32.7% | -24.1% | +11.9% |
| All | +8.6% | +34.4% | -25.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling