+3,224.3%
FIX vs IR
+328.3%
+2,896.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.4% | -14.6% | -14.8% |
| 7D | -18.9% | +11.6% | -30.5% | -24.3% |
| 30D | -36.3% | +7.2% | -43.5% | -38.9% |
| 3M | -38.5% | -5.9% | -32.6% | -36.4% |
| 6M | -42.3% | +11.5% | -53.7% | -46.4% |
| YTD | +17.1% | +6.3% | +10.8% | +11.1% |
| 1Y | +14.4% | +9.1% | +5.3% | +6.9% |
| 3Y | +486.7% | +29.2% | +457.5% | +399.9% |
| 5Y | +1,083.7% | +48.2% | +1,035.6% | +822.3% |
| All | +3,224.3% | +328.3% | +2,896.0% | +1,517.4% |
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