+92.4%
FOXA vs IRM
+382.0%
-289.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.9% | +0.5% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | +5.0% | -7.4% | +12.4% | +7.4% |
| 3M | -3.0% | -7.4% | +4.3% | -1.5% |
| 6M | +14.8% | +8.7% | +6.1% | +9.8% |
| YTD | -8.9% | +40.9% | -49.9% | -21.3% |
| 1Y | +13.3% | +20.5% | -7.2% | +3.2% |
| 3Y | +115.4% | +101.7% | +13.7% | +50.5% |
| 5Y | +95.3% | +197.7% | -102.4% | +10.5% |
| All | +92.4% | +382.0% | -289.7% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling