+93.0%
FOXA vs IVZ
+57.9%
+35.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -3.7% | -2.4% | -1.4% | -3.1% |
| 30D | +5.4% | +2.5% | +2.9% | +4.6% |
| 3M | -3.7% | +17.1% | -20.8% | -8.6% |
| 6M | +12.6% | +35.1% | -22.6% | +1.7% |
| YTD | -10.0% | +24.3% | -34.3% | -16.9% |
| 1Y | +15.0% | +48.7% | -33.6% | 0.0% |
| 3Y | +115.1% | +135.6% | -20.5% | +54.3% |
| 5Y | +93.0% | +60.3% | +32.7% | +54.6% |
| All | +93.0% | +57.9% | +35.1% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling