+45.3%
IYR vs FOXA
+90.3%
-45.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -2.5% | +2.3% | -4.8% | -3.3% |
| 3M | +1.5% | -2.8% | +4.3% | +1.3% |
| 6M | +3.9% | +9.6% | -5.7% | -0.4% |
| YTD | +9.5% | -9.9% | +19.4% | +11.3% |
| 1Y | +7.5% | +5.4% | +2.1% | +3.4% |
| 3Y | +30.8% | +115.3% | -84.5% | -2.4% |
| 5Y | +4.8% | +93.1% | -88.3% | -20.5% |
| All | +45.3% | +90.3% | -45.0% | -6.8% |
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