-44.4%
FIX vs IBN
+6.9%
-51.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +4.1% | -15.6% | -6.9% |
| 7D | -27.2% | +11.7% | -38.9% | -18.8% |
| 30D | -46.9% | +16.1% | -63.0% | -40.2% |
| 3M | -44.4% | +7.0% | -51.4% | -39.9% |
| All | -44.4% | +6.9% | -51.3% | -39.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling