+488.5%
FIX vs IP
+17.6%
+470.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.6% | -15.5% |
| 7D | -18.9% | +3.4% | -22.3% | -19.8% |
| 30D | -36.3% | +11.2% | -47.5% | -38.3% |
| 3M | -38.5% | -14.8% | -23.7% | -36.1% |
| 6M | -42.3% | +17.3% | -59.6% | -46.0% |
| YTD | +17.1% | -6.2% | +23.3% | +16.0% |
| 1Y | +14.4% | +2.3% | +12.1% | +9.7% |
| All | +488.5% | +17.6% | +470.9% | +461.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling