+98.3%
FOXA vs IWD
+151.1%
-52.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | -2.4% | -0.6% | -1.8% | -1.9% |
| 30D | +8.6% | +3.6% | +5.0% | +5.2% |
| 3M | +9.9% | +2.7% | +7.2% | +7.3% |
| 6M | +0.8% | +13.2% | -12.4% | -10.3% |
| YTD | -6.1% | +26.8% | -32.9% | -25.1% |
| 1Y | +3.3% | +29.3% | -26.0% | -19.1% |
| 3Y | +133.5% | +85.1% | +48.4% | +30.3% |
| 5Y | +75.8% | +74.2% | +1.6% | +3.8% |
| All | +98.3% | +151.1% | -52.8% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling