+90.3%
FOXA vs IRM
+385.8%
-295.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.6% | +1.6% | -2.3% | -1.2% |
| 30D | +2.3% | -4.2% | +6.5% | +3.6% |
| 3M | -2.8% | -5.4% | +2.5% | -1.9% |
| 6M | +9.6% | +12.0% | -2.4% | +3.8% |
| YTD | -9.9% | +42.0% | -51.9% | -22.3% |
| 1Y | +5.4% | +29.9% | -24.5% | -6.8% |
| 3Y | +115.3% | +104.4% | +10.9% | +49.7% |
| 5Y | +93.1% | +191.0% | -97.9% | +10.7% |
| All | +90.3% | +385.8% | -295.5% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling