+66.0%
IWM vs FOXA
+118.5%
-52.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -2.3% | +2.3% | -4.6% | -3.0% |
| 3M | +4.0% | -2.8% | +6.8% | +4.2% |
| 6M | +17.9% | +9.6% | +8.3% | +12.7% |
| YTD | +20.2% | -9.9% | +30.1% | +23.8% |
| 1Y | +25.0% | +5.4% | +19.6% | +19.9% |
| 3Y | +66.0% | +115.3% | -49.3% | +11.4% |
| All | +66.0% | +118.5% | -52.5% | +11.4% |
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