+115.3%
FOXA vs IWD
+71.7%
+43.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | -0.6% | -0.2% | -0.5% | -0.5% |
| 30D | +2.3% | -0.8% | +3.1% | +3.0% |
| 3M | -2.8% | +8.0% | -10.9% | -9.2% |
| 6M | +9.6% | +18.2% | -8.6% | -5.9% |
| YTD | -9.9% | +22.3% | -32.2% | -25.2% |
| 1Y | +5.4% | +28.9% | -23.5% | -16.9% |
| 3Y | +115.3% | +71.5% | +43.7% | +22.9% |
| All | +115.3% | +71.7% | +43.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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