+21.9%
FIX vs IT
-15.3%
+37.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +5.8% |
| 7D | +6.4% | -6.8% | +13.3% | +3.6% |
| 30D | -29.1% | -0.6% | -28.5% | -28.6% |
| 3M | -31.1% | +3.1% | -34.2% | -29.2% |
| 6M | -42.8% | +25.5% | -68.3% | -34.0% |
| YTD | +24.6% | -23.5% | +48.1% | +25.5% |
| 1Y | +21.9% | -16.6% | +38.6% | +21.7% |
| All | +21.9% | -15.3% | +37.2% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling