+1,051.1%
FIX vs IT
-42.3%
+1,093.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | +16.9% | -3.7% | +20.6% | +17.2% |
| 30D | -30.6% | -3.1% | -27.5% | -31.0% |
| 3M | -35.1% | +6.3% | -41.4% | -36.4% |
| 6M | -44.0% | +24.8% | -68.8% | -47.3% |
| YTD | +21.0% | -24.4% | +45.4% | +31.0% |
| 1Y | +16.2% | -17.1% | +33.2% | +20.7% |
| 3Y | +506.9% | -53.6% | +560.5% | +716.3% |
| 5Y | +1,051.1% | -42.5% | +1,093.6% | +1,225.8% |
| All | +1,051.1% | -42.3% | +1,093.3% | +1,225.8% |
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