+27,173.7%
FIX vs IBN
+1,532.9%
+25,640.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | -15.9% | +17.1% | -33.0% | -19.0% |
| 6M | +12.7% | +3.4% | +9.3% | +11.9% |
| YTD | +72.8% | +2.5% | +70.3% | +71.6% |
| 1Y | +122.9% | -4.2% | +127.1% | +124.3% |
| 3Y | +774.3% | +32.4% | +741.9% | +713.2% |
| 5Y | +2,049.5% | +59.2% | +1,990.3% | +1,810.4% |
| 10Y | +5,821.5% | +345.7% | +5,475.8% | +3,945.2% |
| All | +27,173.7% | +1,532.9% | +25,640.8% | +12,954.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling