+3,932.4%
FIX vs IP
+32.8%
+3,899.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.6% | -15.8% |
| 7D | -18.9% | +3.4% | -22.3% | -20.7% |
| 30D | -36.3% | +11.2% | -47.5% | -40.1% |
| 3M | -38.5% | -14.8% | -23.7% | -34.1% |
| 6M | -42.3% | +17.3% | -59.6% | -48.9% |
| YTD | +17.1% | -6.2% | +23.3% | +13.8% |
| 1Y | +14.4% | +2.3% | +12.1% | +5.3% |
| 3Y | +486.7% | +17.7% | +469.0% | +356.8% |
| 5Y | +1,083.7% | -8.4% | +1,092.2% | +960.2% |
| 10Y | +3,932.4% | +32.1% | +3,900.4% | +2,262.3% |
| All | +3,932.4% | +32.8% | +3,899.6% | +2,262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling