+132.4%
IBM vs FIX
+5,813.3%
-5,680.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -0.3% | +6.0% | -6.3% | -1.4% |
| 30D | +0.3% | -7.2% | +7.5% | +1.4% |
| 3M | -21.6% | -15.9% | -5.8% | -20.3% |
| 6M | -4.7% | +12.7% | -17.4% | -10.1% |
| YTD | -19.1% | +72.8% | -91.9% | -31.0% |
| 1Y | -2.5% | +122.9% | -125.4% | -22.1% |
| 3Y | +74.2% | +774.3% | -700.2% | -8.6% |
| 5Y | +113.1% | +2,049.5% | -1,936.3% | -17.0% |
| All | +132.4% | +5,813.3% | -5,680.9% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling