+2,105.4%
FIX vs IBN
+61.6%
+2,043.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | -15.9% | +17.1% | -33.0% | -21.7% |
| 6M | +12.7% | +3.4% | +9.3% | +10.6% |
| YTD | +72.8% | +2.5% | +70.3% | +69.6% |
| 1Y | +122.9% | -4.2% | +127.1% | +124.2% |
| 3Y | +774.3% | +32.4% | +741.9% | +646.5% |
| All | +2,105.4% | +61.6% | +2,043.9% | +1,558.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling