+948.1%
FIX vs IR
+44.3%
+903.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +4.4% |
| 7D | -17.5% | +3.7% | -21.1% | -19.3% |
| 30D | -41.6% | +7.4% | -49.0% | -44.3% |
| 3M | -40.6% | -5.9% | -34.7% | -37.9% |
| 6M | -49.4% | +5.6% | -54.9% | -51.7% |
| YTD | +9.2% | +4.8% | +4.3% | +3.1% |
| 1Y | +6.5% | +6.9% | -0.5% | -1.0% |
| 3Y | +448.7% | +27.6% | +421.2% | +347.1% |
| All | +948.1% | +44.3% | +903.7% | +661.5% |
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