+90.1%
FOXA vs ITW
+120.8%
-30.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | -3.7% | -2.4% | -1.4% | -2.5% |
| 30D | +5.4% | -9.5% | +14.9% | +11.2% |
| 3M | -3.7% | +6.6% | -10.4% | -7.6% |
| 6M | +12.6% | -1.8% | +14.3% | +12.5% |
| YTD | -10.0% | +9.0% | -19.0% | -15.8% |
| 1Y | +15.0% | +3.6% | +11.5% | +10.7% |
| 3Y | +115.1% | +19.4% | +95.7% | +88.5% |
| 5Y | +93.0% | +36.4% | +56.6% | +52.8% |
| All | +90.1% | +120.8% | -30.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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