+2,105.4%
FIX vs IT
-40.5%
+2,146.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.5% |
| 7D | +6.0% | -6.0% | +12.1% | +6.8% |
| 30D | -7.2% | 0.0% | -7.2% | -7.5% |
| 3M | -15.9% | +13.1% | -28.9% | -17.8% |
| 6M | +12.7% | +11.7% | +1.0% | +8.9% |
| YTD | +72.8% | -26.1% | +98.9% | +89.2% |
| 1Y | +122.9% | -21.3% | +144.1% | +134.7% |
| 3Y | +774.3% | -46.7% | +821.1% | +991.2% |
| All | +2,105.4% | -40.5% | +2,146.0% | +2,392.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling