+5,993.3%
FIX vs IT
+89.8%
+5,903.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.4% | +9.8% | +4.3% |
| 7D | +6.1% | -9.1% | +15.2% | +8.6% |
| 30D | -2.7% | -7.0% | +4.3% | -1.4% |
| 3M | -10.9% | +7.6% | -18.6% | -15.7% |
| 6M | +29.0% | +2.1% | +26.9% | +21.6% |
| YTD | +76.9% | -31.6% | +108.5% | +91.7% |
| 1Y | +130.7% | -29.9% | +160.7% | +144.3% |
| 3Y | +790.7% | -51.3% | +841.9% | +984.7% |
| 5Y | +2,185.6% | -44.8% | +2,230.4% | +2,460.2% |
| 10Y | +5,993.3% | +91.4% | +5,901.9% | +3,477.2% |
| All | +5,993.3% | +89.8% | +5,903.5% | +3,477.2% |
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