+17,133.0%
FIX vs IBN
+1,726.4%
+15,406.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.3% | +4.5% |
| 7D | -17.5% | +15.1% | -32.5% | -20.3% |
| 30D | -41.6% | +21.6% | -63.2% | -44.4% |
| 3M | -40.6% | +11.2% | -51.8% | -42.3% |
| 6M | -49.4% | +27.8% | -77.1% | -52.4% |
| YTD | +9.2% | +14.7% | -5.5% | +5.1% |
| 1Y | +6.5% | +14.4% | -8.0% | +2.5% |
| 3Y | +448.7% | +52.1% | +396.6% | +392.0% |
| 5Y | +948.7% | +70.7% | +878.0% | +813.8% |
| 10Y | +3,659.7% | +385.5% | +3,274.2% | +2,412.1% |
| All | +17,133.0% | +1,726.4% | +15,406.6% | +7,900.4% |
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