-13.3%
IBM vs FIX
+14.3%
-27.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.1% | +16.8% | +0.2% |
| 7D | +0.4% | -18.9% | +19.3% | -1.5% |
| 30D | +14.8% | -36.3% | +51.1% | +9.9% |
| 3M | +8.9% | -38.5% | +47.4% | +4.0% |
| 6M | +12.4% | -42.3% | +54.7% | +7.1% |
| YTD | -12.4% | +17.1% | -29.5% | -20.2% |
| 1Y | -13.3% | +14.4% | -27.7% | -21.0% |
| All | -13.3% | +14.3% | -27.5% | -21.0% |
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