+2,105.4%
FIX vs IR
+45.6%
+2,059.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.0% |
| 7D | +6.0% | -2.8% | +8.9% | +8.1% |
| 30D | -7.2% | -15.1% | +7.9% | +4.2% |
| 3M | -15.9% | +6.1% | -21.9% | -20.1% |
| 6M | +12.7% | -16.8% | +29.6% | +27.4% |
| YTD | +72.8% | -3.5% | +76.3% | +73.1% |
| 1Y | +122.9% | -3.5% | +126.4% | +122.5% |
| 3Y | +774.3% | +9.5% | +764.8% | +693.5% |
| All | +2,105.4% | +45.6% | +2,059.8% | +1,497.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling