+144.8%
IBM vs FIX
+3,615.9%
-3,471.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.0% |
| 7D | -0.3% | +17.0% | -17.3% | -3.1% |
| 30D | +6.8% | -30.6% | +37.3% | +12.7% |
| 3M | +4.4% | -35.0% | +39.4% | +11.0% |
| 6M | +13.2% | -44.0% | +57.1% | +22.0% |
| YTD | -15.1% | +21.1% | -36.3% | -24.1% |
| 1Y | -20.2% | +16.3% | -36.4% | -28.2% |
| 3Y | +79.3% | +507.4% | -428.1% | -1.9% |
| 5Y | +147.5% | +1,052.1% | -904.6% | +8.1% |
| All | +144.8% | +3,615.9% | -3,471.1% | -26.2% |
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