-6.4%
ICE vs FOXA
+9.1%
-15.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.5% |
| 7D | -0.7% | -4.0% | +3.3% | 0.0% |
| 30D | +7.6% | +12.0% | -4.4% | +5.7% |
| 3M | +13.9% | +0.3% | +13.7% | +12.6% |
| 6M | -2.4% | +12.5% | -14.8% | -6.0% |
| YTD | +0.3% | -9.6% | +9.9% | +1.8% |
| 1Y | -6.4% | +8.6% | -15.0% | -8.7% |
| All | -6.4% | +9.1% | -15.5% | -8.7% |
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 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