+93.0%
FOXA vs IWF
+71.2%
+21.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -3.7% | -1.7% | -2.0% | -3.0% |
| 30D | +5.4% | -1.8% | +7.2% | +6.1% |
| 3M | -3.7% | +1.5% | -5.2% | -4.8% |
| 6M | +12.6% | +7.7% | +4.9% | +8.0% |
| YTD | -10.0% | +2.7% | -12.7% | -11.7% |
| 1Y | +15.0% | +6.8% | +8.3% | +10.5% |
| 3Y | +115.1% | +76.9% | +38.2% | +58.3% |
| 5Y | +93.0% | +73.4% | +19.6% | +37.6% |
| All | +93.0% | +71.2% | +21.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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