+8,419.6%
FIX vs IP
+107.2%
+8,312.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.6% | -15.7% |
| 7D | -18.9% | +3.4% | -22.3% | -20.3% |
| 30D | -36.3% | +11.2% | -47.5% | -39.2% |
| 3M | -38.5% | -14.8% | -23.7% | -35.2% |
| 6M | -42.3% | +17.3% | -59.6% | -47.1% |
| YTD | +17.1% | -6.2% | +23.3% | +15.2% |
| 1Y | +14.4% | +2.3% | +12.1% | +8.5% |
| 3Y | +486.7% | +17.7% | +469.0% | +409.0% |
| 5Y | +1,083.7% | -8.4% | +1,092.2% | +1,020.4% |
| 10Y | +3,932.4% | +32.1% | +3,900.4% | +3,216.0% |
| All | +8,419.6% | +107.2% | +8,312.4% | +4,839.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling