+24.2%
FIX vs IR
+10.2%
+14.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +9.4% | +2.5% | +6.9% | +7.9% |
| 30D | -27.8% | +9.2% | -36.9% | -31.0% |
| 3M | -35.6% | +0.9% | -36.5% | -35.7% |
| 6M | -45.2% | +19.2% | -64.5% | -50.8% |
| YTD | +19.5% | +7.5% | +12.0% | +13.0% |
| 1Y | +24.2% | +11.7% | +12.5% | +15.7% |
| All | +24.2% | +10.2% | +14.0% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling