+83.0%
IBM vs FOXA
+135.4%
-52.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | +10.1% | +8.6% | +1.5% | +7.5% |
| 3M | +4.8% | +9.9% | -5.1% | +1.6% |
| 6M | +12.6% | +0.8% | +11.8% | +11.1% |
| YTD | -13.9% | -6.1% | -7.8% | -13.4% |
| 1Y | -18.7% | +3.3% | -22.0% | -20.7% |
| All | +83.0% | +135.4% | -52.3% | +47.7% |
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