+607.9%
IBKR vs FOXA
+92.4%
+515.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | -0.2% | +5.0% | -5.3% | -2.1% |
| 3M | +3.0% | -3.0% | +6.0% | +2.6% |
| 6M | +33.9% | +14.8% | +19.1% | +24.2% |
| YTD | +42.5% | -8.9% | +51.4% | +44.8% |
| 1Y | +44.9% | +13.3% | +31.5% | +34.0% |
| 3Y | +293.0% | +115.4% | +177.6% | +179.7% |
| 5Y | +497.7% | +95.3% | +402.4% | +335.3% |
| All | +607.9% | +92.4% | +515.5% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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