+2,105.4%
FIX vs IP
-17.2%
+2,122.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | +6.0% | -5.3% | +11.3% | +7.9% |
| 30D | -7.2% | -10.9% | +3.6% | -3.8% |
| 3M | -15.9% | +11.2% | -27.0% | -20.0% |
| 6M | +12.7% | -10.2% | +23.0% | +15.2% |
| YTD | +72.8% | -2.0% | +74.8% | +69.1% |
| 1Y | +122.9% | -19.1% | +142.0% | +134.2% |
| 3Y | +774.3% | +20.9% | +753.5% | +661.2% |
| All | +2,105.4% | -17.2% | +2,122.6% | +2,253.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling