-40.3%
FIX vs INIO
-58.1%
+17.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +7.0% | +3.5% |
| 7D | -13.9% | -24.8% | +10.9% | -0.1% |
| 30D | -35.5% | -30.4% | -5.1% | -22.9% |
| 3M | -33.9% | -49.2% | +15.3% | -8.3% |
| All | -40.3% | -58.1% | +17.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling