+14.5%
FIX vs IBN
+14.7%
-0.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.8% | +9.2% |
| 7D | -7.2% | +14.6% | -21.8% | -9.0% |
| 30D | -35.1% | +23.5% | -58.6% | -38.4% |
| 3M | -34.3% | +14.0% | -48.3% | -35.3% |
| 6M | -42.9% | +31.1% | -74.1% | -48.0% |
| YTD | +19.5% | +16.6% | +2.9% | +9.5% |
| All | +14.5% | +14.7% | -0.2% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling