+12,471.5%
FIX vs IP
+116.4%
+12,355.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.0% |
| 7D | +6.0% | -5.3% | +11.3% | +8.2% |
| 30D | -7.2% | -10.9% | +3.6% | -3.2% |
| 3M | -15.9% | +11.2% | -27.0% | -20.3% |
| 6M | +12.7% | -10.2% | +23.0% | +14.9% |
| YTD | +72.8% | -2.0% | +74.8% | +68.5% |
| 1Y | +122.9% | -19.1% | +142.0% | +132.8% |
| 3Y | +774.3% | +20.9% | +753.5% | +656.1% |
| 5Y | +2,049.5% | -17.8% | +2,067.3% | +2,042.4% |
| 10Y | +5,821.5% | +23.5% | +5,797.9% | +4,911.8% |
| All | +12,471.5% | +116.4% | +12,355.0% | +7,124.6% |
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 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