+143.1%
IBM vs FOXA
+90.8%
+52.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.2% |
| 7D | -0.3% | -4.0% | +3.7% | +1.0% |
| 30D | +0.3% | +12.0% | -11.7% | -3.9% |
| 3M | -21.6% | +0.3% | -21.9% | -22.6% |
| 6M | -4.7% | +12.5% | -17.2% | -10.1% |
| YTD | -19.1% | -9.6% | -9.5% | -17.5% |
| 1Y | -2.5% | +8.6% | -11.1% | -7.1% |
| 3Y | +74.2% | +118.5% | -44.4% | +28.0% |
| 5Y | +113.1% | +88.8% | +24.4% | +61.2% |
| All | +143.1% | +90.8% | +52.3% | +58.9% |
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