+25.9%
IWM vs FOXA
+81.6%
-55.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | +1.9% | +8.6% | -6.7% | -1.0% |
| 3M | -5.7% | +9.9% | -15.6% | -9.1% |
| 6M | -0.3% | +0.8% | -1.1% | -2.0% |
| YTD | +15.8% | -6.1% | +21.9% | +16.8% |
| 1Y | +17.1% | +3.3% | +13.8% | +13.2% |
| 3Y | +73.1% | +133.5% | -60.4% | +12.3% |
| 5Y | +25.9% | +75.8% | -50.0% | -7.5% |
| All | +25.9% | +81.6% | -55.7% | -7.5% |
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 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