+3,800.0%
FIX vs IT
+96.9%
+3,703.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.9% | +9.3% |
| 7D | -7.2% | -18.8% | +11.6% | -3.1% |
| 30D | -35.1% | -0.1% | -35.0% | -36.0% |
| 3M | -34.3% | +2.9% | -37.2% | -36.5% |
| 6M | -42.9% | +20.4% | -63.3% | -49.2% |
| YTD | +19.5% | -24.3% | +43.7% | +23.6% |
| 1Y | +16.8% | -17.2% | +33.9% | +15.7% |
| 3Y | +506.7% | -52.4% | +559.1% | +656.8% |
| 5Y | +1,046.7% | -43.7% | +1,090.4% | +1,179.0% |
| 10Y | +3,800.0% | +90.3% | +3,709.7% | +2,060.8% |
| All | +3,800.0% | +96.9% | +3,703.0% | +2,060.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling