+3,339.3%
FIX vs IR
+334.2%
+3,005.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | +17.0% | +4.3% | +12.8% | +14.2% |
| 30D | -30.6% | +8.1% | -38.7% | -33.5% |
| 3M | -35.0% | +0.7% | -35.7% | -35.2% |
| 6M | -44.0% | +16.6% | -60.6% | -49.1% |
| YTD | +21.1% | +7.8% | +13.4% | +14.3% |
| 1Y | +16.3% | +9.9% | +6.3% | +8.4% |
| 3Y | +507.4% | +25.2% | +482.2% | +428.1% |
| 5Y | +1,052.1% | +46.8% | +1,005.3% | +804.1% |
| All | +3,339.3% | +334.2% | +3,005.1% | +1,564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling