+38.2%
IWM vs FOXA
+87.1%
-48.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -1.1% | -5.4% | +4.3% | +0.7% |
| 30D | -3.1% | +1.1% | -4.3% | -3.7% |
| 3M | +2.2% | -6.1% | +8.3% | +3.4% |
| 6M | +15.1% | +8.2% | +6.8% | +9.3% |
| YTD | +18.6% | -11.8% | +30.3% | +22.4% |
| 1Y | +24.0% | +9.9% | +14.1% | +15.5% |
| 3Y | +63.7% | +110.7% | -47.0% | +11.1% |
| 5Y | +38.2% | +86.9% | -48.7% | -4.7% |
| All | +38.2% | +87.1% | -48.9% | -4.7% |
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