+93.1%
FOXA vs IRM
+197.3%
-104.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.9% | +0.8% |
| 7D | +0.8% | -1.4% | +2.2% | +1.0% |
| 30D | +5.0% | -7.4% | +12.4% | +6.4% |
| 3M | -3.0% | -7.4% | +4.3% | -2.1% |
| 6M | +14.8% | +8.7% | +6.1% | +11.6% |
| YTD | -8.9% | +40.9% | -49.9% | -17.2% |
| 1Y | +13.3% | +20.5% | -7.2% | +6.8% |
| 3Y | +115.4% | +101.7% | +13.7% | +64.7% |
| All | +93.1% | +197.3% | -104.2% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling