+1,085.3%
FIX vs IBN
+74.5%
+1,010.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +6.4% | +11.1% | -4.7% | +2.0% |
| 30D | -29.1% | +23.9% | -52.9% | -35.5% |
| 3M | -31.1% | +16.3% | -47.5% | -35.7% |
| 6M | -42.8% | +34.2% | -77.0% | -50.1% |
| YTD | +24.6% | +17.6% | +7.1% | +15.0% |
| 1Y | +21.9% | +13.8% | +8.1% | +14.0% |
| 3Y | +524.9% | +57.0% | +467.9% | +387.6% |
| All | +1,085.3% | +74.5% | +1,010.8% | +745.3% |
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