+31.9%
FIX vs IRE
-97.0%
+128.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -23.2% | +8.2% | -11.3% |
| 7D | -18.9% | -46.8% | +27.9% | -11.0% |
| 30D | -36.3% | -75.5% | +39.2% | -22.5% |
| 3M | -38.5% | -79.4% | +40.9% | -25.1% |
| 6M | -42.3% | -91.3% | +49.0% | -28.1% |
| YTD | +17.1% | -90.8% | +107.9% | +28.0% |
| 1Y | +14.4% | -97.7% | +112.1% | +56.2% |
| All | +31.9% | -97.0% | +128.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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