+3,653.2%
FIX vs IT
+100.5%
+3,552.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.0% | +9.5% | +6.4% |
| 7D | -17.5% | -16.9% | -0.5% | -14.3% |
| 30D | -41.6% | +2.3% | -43.9% | -42.8% |
| 3M | -40.6% | +2.9% | -43.4% | -42.6% |
| 6M | -49.4% | +25.9% | -75.2% | -55.8% |
| YTD | +9.2% | -24.6% | +33.8% | +13.1% |
| 1Y | +6.5% | -16.0% | +22.5% | +4.7% |
| 3Y | +448.7% | -51.6% | +500.3% | +577.8% |
| 5Y | +948.7% | -42.6% | +991.4% | +1,057.4% |
| All | +3,653.2% | +100.5% | +3,552.6% | +1,882.3% |
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