-6.5%
IBM vs FOXA
+12.8%
-19.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.5% | -2.9% |
| 7D | -0.3% | -3.7% | +3.4% | +0.5% |
| 30D | -1.8% | +5.4% | -7.2% | -3.5% |
| 3M | -13.5% | -3.7% | -9.7% | -13.3% |
| 6M | -5.1% | +12.6% | -17.7% | -11.6% |
| YTD | -19.4% | -10.0% | -9.4% | -17.4% |
| 1Y | -6.5% | +15.0% | -21.6% | -10.5% |
| All | -6.5% | +12.8% | -19.3% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling