+448.7%
FIX vs IT
-51.0%
+499.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.0% | +9.5% | +5.1% |
| 7D | -17.5% | -16.9% | -0.5% | -18.6% |
| 30D | -41.6% | +2.3% | -43.9% | -41.6% |
| 3M | -40.6% | +2.9% | -43.4% | -40.6% |
| 6M | -49.4% | +25.9% | -75.2% | -49.2% |
| YTD | +9.2% | -24.6% | +33.8% | +21.8% |
| 1Y | +6.5% | -16.0% | +22.5% | +14.0% |
| 3Y | +448.7% | -51.6% | +500.3% | +623.2% |
| All | +448.7% | -51.0% | +499.7% | +623.2% |
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 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