+155.0%
IBM vs FOXA
+91.7%
+63.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.3% |
| 7D | -0.3% | -2.9% | +2.6% | +0.7% |
| 30D | +6.8% | +5.1% | +1.6% | +4.8% |
| 3M | +4.4% | +4.7% | -0.3% | +2.2% |
| 6M | +13.2% | -0.2% | +13.4% | +11.5% |
| YTD | -15.1% | -9.2% | -5.9% | -13.8% |
| 1Y | -20.2% | -0.6% | -19.6% | -21.5% |
| 3Y | +79.3% | +125.7% | -46.4% | +30.3% |
| 5Y | +147.5% | +70.2% | +77.3% | +95.0% |
| All | +155.0% | +91.7% | +63.3% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling