+3,553.2%
FIX vs IBN
+385.6%
+3,167.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +9.4% | +1.9% | +7.6% | +8.8% |
| 30D | -27.8% | +22.1% | -49.9% | -33.2% |
| 3M | -35.6% | +17.1% | -52.6% | -39.5% |
| 6M | -45.2% | +35.5% | -80.8% | -51.3% |
| YTD | +19.5% | +16.8% | +2.7% | +11.9% |
| 1Y | +24.2% | +12.4% | +11.8% | +18.0% |
| 3Y | +494.2% | +58.0% | +436.1% | +392.2% |
| 5Y | +1,036.1% | +73.7% | +962.4% | +803.0% |
| All | +3,553.2% | +385.6% | +3,167.6% | +2,037.9% |
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