+115.5%
IBM vs FIX
+2,061.9%
-1,946.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -0.3% | +6.0% | -6.3% | -0.8% |
| 30D | +0.3% | -7.2% | +7.5% | +0.8% |
| 3M | -21.6% | -15.9% | -5.8% | -21.0% |
| 6M | -4.7% | +12.7% | -17.4% | -8.1% |
| YTD | -19.1% | +72.8% | -91.9% | -26.7% |
| 1Y | -2.5% | +122.9% | -125.4% | -15.1% |
| 3Y | +74.2% | +774.3% | -700.2% | +16.5% |
| All | +115.5% | +2,061.9% | -1,946.4% | +13.0% |
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 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