+209.5%
IVV vs FOXA
+90.8%
+118.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +1.2% |
| 30D | +0.1% | +12.0% | -11.9% | -3.2% |
| 3M | +2.0% | +0.3% | +1.7% | +0.8% |
| 6M | +13.0% | +12.5% | +0.6% | +7.5% |
| YTD | +13.6% | -9.6% | +23.2% | +15.2% |
| 1Y | +20.1% | +8.6% | +11.5% | +14.5% |
| 3Y | +77.6% | +118.5% | -40.9% | +33.9% |
| 5Y | +82.5% | +88.8% | -6.3% | +41.8% |
| All | +209.5% | +90.8% | +118.7% | +112.5% |
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