+90.3%
FOXA vs IWF
+249.7%
-159.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.6% | +1.5% | -2.1% | -1.4% |
| 30D | +2.3% | -1.3% | +3.6% | +3.0% |
| 3M | -2.8% | +0.1% | -3.0% | -3.5% |
| 6M | +9.6% | +10.3% | -0.7% | +2.9% |
| YTD | -9.9% | +4.2% | -14.0% | -12.7% |
| 1Y | +5.4% | +9.3% | -3.9% | -0.9% |
| 3Y | +115.3% | +79.3% | +35.9% | +48.7% |
| 5Y | +93.1% | +73.8% | +19.3% | +33.4% |
| All | +90.3% | +249.7% | -159.4% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling