+4,805.3%
FIX vs IR
+288.5%
+4,516.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | +6.0% | -2.8% | +8.9% | +7.8% |
| 30D | -7.2% | -15.1% | +7.9% | +2.3% |
| 3M | -15.9% | +6.1% | -21.9% | -19.3% |
| 6M | +12.7% | -16.8% | +29.6% | +25.2% |
| YTD | +72.8% | -3.5% | +76.3% | +74.1% |
| 1Y | +122.9% | -3.5% | +126.4% | +124.0% |
| 3Y | +774.3% | +9.5% | +764.8% | +720.4% |
| 5Y | +2,049.5% | +45.1% | +2,004.4% | +1,607.5% |
| All | +4,805.3% | +288.5% | +4,516.8% | +2,434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling