+150.5%
IGV vs FOXA
+90.3%
+60.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | 0.0% | +2.3% | -2.4% | -0.9% |
| 3M | +7.3% | -2.8% | +10.2% | +7.0% |
| 6M | +16.7% | +9.6% | +7.1% | +12.2% |
| YTD | -2.8% | -9.9% | +7.0% | -1.5% |
| 1Y | -6.7% | +5.4% | -12.0% | -9.8% |
| 3Y | +41.1% | +115.3% | -74.1% | +11.0% |
| 5Y | +22.0% | +93.1% | -71.1% | -2.0% |
| All | +150.5% | +90.3% | +60.2% | +84.2% |
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 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