+3,604.4%
FIX vs IBN
+383.7%
+3,220.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | +17.0% | +5.7% | +11.3% | +14.9% |
| 30D | -30.6% | +20.5% | -51.1% | -35.4% |
| 3M | -35.0% | +15.2% | -50.3% | -38.7% |
| 6M | -44.0% | +34.5% | -78.5% | -50.1% |
| YTD | +21.1% | +16.4% | +4.8% | +13.6% |
| 1Y | +16.3% | +13.5% | +2.7% | +9.9% |
| 3Y | +507.4% | +55.4% | +452.0% | +406.1% |
| 5Y | +1,052.1% | +73.1% | +979.0% | +816.9% |
| All | +3,604.4% | +383.7% | +3,220.7% | +2,070.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling