+93.1%
FOXA vs IWD
+73.8%
+19.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | -2.8% | +8.0% | -10.9% | -9.5% |
| 6M | +9.6% | +18.2% | -8.6% | -6.2% |
| YTD | -9.9% | +22.3% | -32.2% | -25.5% |
| 1Y | +5.4% | +28.9% | -23.5% | -17.1% |
| 3Y | +115.3% | +71.5% | +43.7% | +29.2% |
| 5Y | +93.1% | +73.6% | +19.5% | +16.3% |
| All | +93.1% | +73.8% | +19.2% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling