-2.1%
FIX vs IP
-1.7%
-0.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -11.1% |
| 7D | -27.2% | -5.0% | -22.3% | -26.8% |
| 30D | -46.9% | +6.5% | -53.5% | -47.4% |
| 3M | -44.4% | -18.0% | -26.4% | -42.8% |
| 6M | -50.9% | +10.3% | -61.2% | -52.5% |
| YTD | +3.5% | -9.9% | +13.4% | +3.8% |
| 1Y | -2.1% | -1.1% | -1.1% | -5.3% |
| All | -2.1% | -1.7% | -0.4% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling