-2.5%
IBM vs FIX
+128.3%
-130.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.2% |
| 7D | -0.3% | +6.0% | -6.3% | 0.0% |
| 30D | +0.3% | -7.2% | +7.5% | 0.0% |
| 3M | -21.6% | -15.9% | -5.8% | -21.9% |
| 6M | -4.7% | +12.7% | -17.4% | -8.4% |
| YTD | -19.1% | +72.8% | -91.9% | -27.4% |
| 1Y | -2.5% | +122.9% | -125.4% | -16.7% |
| All | -2.5% | +128.3% | -130.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling