+12,471.5%
FIX vs IT
+490.5%
+11,981.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.1% |
| 7D | +6.0% | -6.0% | +12.1% | +7.7% |
| 30D | -7.2% | 0.0% | -7.2% | -7.7% |
| 3M | -15.9% | +13.1% | -28.9% | -21.2% |
| 6M | +12.7% | +11.7% | +1.0% | +3.9% |
| YTD | +72.8% | -26.1% | +98.9% | +76.6% |
| 1Y | +122.9% | -21.3% | +144.1% | +121.7% |
| 3Y | +774.3% | -46.7% | +821.1% | +861.1% |
| 5Y | +2,049.5% | -40.5% | +2,090.0% | +2,170.6% |
| 10Y | +5,821.5% | +103.9% | +5,717.6% | +4,211.1% |
| All | +12,471.5% | +490.5% | +11,981.0% | +5,507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling