+202.2%
IVV vs FOXA
+96.5%
+105.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -3.7% | +7.9% | -11.6% | -5.8% |
| 3M | -2.7% | +6.7% | -9.4% | -4.8% |
| 6M | +2.2% | +7.5% | -5.3% | -1.4% |
| YTD | +10.9% | -6.9% | +17.8% | +11.3% |
| 1Y | +11.3% | +2.2% | +9.1% | +8.4% |
| 3Y | +76.9% | +131.4% | -54.5% | +31.0% |
| 5Y | +73.5% | +76.2% | -2.7% | +37.9% |
| All | +202.2% | +96.5% | +105.6% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling