+3,291.1%
FIX vs IR
+342.0%
+2,949.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.7% | +6.6% |
| 7D | -7.2% | +5.0% | -12.3% | -9.5% |
| 30D | -35.1% | +10.3% | -45.4% | -38.6% |
| 3M | -34.3% | -0.1% | -34.2% | -34.2% |
| 6M | -42.9% | +14.8% | -57.7% | -47.7% |
| YTD | +19.5% | +9.7% | +9.7% | +11.5% |
| 1Y | +16.8% | +12.2% | +4.6% | +7.6% |
| 3Y | +506.7% | +30.0% | +476.7% | +416.3% |
| 5Y | +1,046.7% | +46.8% | +999.9% | +798.8% |
| All | +3,291.1% | +342.0% | +2,949.0% | +1,524.2% |
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