+894.6%
FIX vs IR
+42.7%
+851.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.8% | -8.8% | -9.6% |
| 7D | -27.2% | +2.3% | -29.5% | -28.2% |
| 30D | -46.9% | +3.3% | -50.3% | -48.0% |
| 3M | -44.4% | -9.0% | -35.4% | -40.6% |
| 6M | -50.9% | +8.0% | -58.9% | -54.0% |
| YTD | +3.5% | +3.4% | +0.1% | -1.3% |
| 1Y | -2.1% | +4.5% | -6.6% | -7.4% |
| 3Y | +418.7% | +25.6% | +393.2% | +327.3% |
| 5Y | +894.6% | +43.8% | +850.7% | +625.7% |
| All | +894.6% | +42.7% | +851.8% | +625.7% |
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 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