+38.0%
IGV vs FOXA
+115.1%
-77.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.1% |
| 7D | -5.4% | -3.7% | -1.6% | -4.6% |
| 30D | -2.6% | +5.4% | -8.0% | -4.0% |
| 3M | +10.5% | -3.7% | +14.2% | +10.3% |
| 6M | +18.2% | +12.6% | +5.6% | +12.5% |
| YTD | -4.2% | -10.0% | +5.7% | -2.8% |
| 1Y | -9.8% | +15.0% | -24.9% | -15.2% |
| All | +38.0% | +115.1% | -77.1% | +15.8% |
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