+23.1%
IGV vs FOXA
+93.7%
-70.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | -2.9% | +0.8% | -3.7% | -3.2% |
| 30D | -1.5% | +5.0% | -6.6% | -3.3% |
| 3M | +11.7% | -3.0% | +14.7% | +11.4% |
| 6M | +18.4% | +14.8% | +3.7% | +10.7% |
| YTD | -3.9% | -8.9% | +5.0% | -2.4% |
| 1Y | -9.7% | +13.3% | -23.0% | -15.8% |
| 3Y | +38.4% | +115.4% | -77.0% | -0.7% |
| All | +23.1% | +93.7% | -70.5% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling