+71.6%
IBM vs FOXA
+115.3%
-43.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -1.5% | +2.3% | -3.8% | -2.4% |
| 3M | -16.8% | -2.8% | -13.9% | -16.8% |
| 6M | -9.0% | +9.6% | -18.6% | -13.0% |
| YTD | -20.1% | -9.9% | -10.2% | -18.7% |
| 1Y | -7.0% | +5.4% | -12.4% | -9.9% |
| All | +71.6% | +115.3% | -43.7% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling