+16.3%
FIX vs IT
-17.7%
+33.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -3.2% |
| 7D | +17.0% | -3.7% | +20.7% | +15.5% |
| 30D | -30.6% | -3.1% | -27.5% | -30.8% |
| 3M | -35.0% | +6.3% | -41.4% | -32.5% |
| 6M | -44.0% | +24.8% | -68.7% | -35.5% |
| YTD | +21.1% | -24.4% | +45.5% | +21.5% |
| 1Y | +16.3% | -17.1% | +33.3% | +15.1% |
| All | +16.3% | -17.7% | +33.9% | +15.1% |
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