+137.7%
ICE vs FOXA
+90.3%
+47.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.2% | -0.6% | -0.5% | -1.0% |
| 30D | +5.0% | +2.3% | +2.6% | +4.4% |
| 3M | +13.9% | -2.8% | +16.7% | +13.8% |
| 6M | -4.4% | +9.6% | -14.0% | -7.2% |
| YTD | -1.9% | -9.9% | +8.0% | -0.7% |
| 1Y | -8.1% | +5.4% | -13.5% | -10.3% |
| 3Y | +42.5% | +115.3% | -72.8% | +16.7% |
| 5Y | +40.6% | +93.1% | -52.4% | +16.3% |
| All | +137.7% | +90.3% | +47.4% | +76.5% |
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 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