+138.2%
IBM vs FIX
+933.9%
-795.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -1.2% |
| 7D | -5.0% | -17.5% | +12.5% | -3.9% |
| 30D | +11.1% | -41.6% | +52.7% | +15.1% |
| 3M | +5.7% | -40.6% | +46.3% | +9.1% |
| 6M | +10.1% | -49.4% | +59.5% | +14.6% |
| YTD | -15.6% | +9.2% | -24.8% | -21.2% |
| 1Y | -19.5% | +6.5% | -26.0% | -24.8% |
| 3Y | +80.4% | +448.7% | -368.3% | +25.1% |
| All | +138.2% | +933.9% | -795.7% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling