+115.4%
FOXA vs IVZ
+134.7%
-19.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +0.8% | -2.4% | +3.2% | +1.4% |
| 30D | +5.0% | +3.0% | +2.0% | +4.3% |
| 3M | -3.0% | +14.9% | -17.9% | -6.7% |
| 6M | +14.8% | +36.7% | -22.0% | +5.0% |
| YTD | -8.9% | +25.7% | -34.6% | -15.0% |
| 1Y | +13.3% | +47.7% | -34.4% | +0.6% |
| 3Y | +115.4% | +138.8% | -23.4% | +58.4% |
| All | +115.4% | +134.7% | -19.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling