+519.9%
FIX vs IT
-53.1%
+572.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +5.2% |
| 7D | +6.4% | -6.8% | +13.3% | +5.8% |
| 30D | -29.1% | -0.6% | -28.5% | -29.3% |
| 3M | -31.1% | +3.1% | -34.2% | -31.1% |
| 6M | -42.8% | +25.5% | -68.3% | -42.4% |
| YTD | +24.6% | -23.5% | +48.1% | +39.2% |
| 1Y | +21.9% | -16.6% | +38.6% | +31.9% |
| All | +519.9% | -53.1% | +572.9% | +749.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling