+142.1%
IBM vs FIX
+929.6%
-787.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.6% | +8.7% | -2.0% |
| 7D | -4.3% | -27.2% | +22.9% | -2.4% |
| 30D | +11.7% | -46.9% | +58.6% | +16.5% |
| 3M | +5.5% | -44.4% | +49.9% | +9.4% |
| 6M | +9.5% | -50.9% | +60.4% | +14.1% |
| YTD | -14.9% | +3.5% | -18.4% | -20.2% |
| 1Y | -17.4% | -2.1% | -15.2% | -22.1% |
| 3Y | +83.3% | +418.7% | -335.5% | +27.7% |
| 5Y | +142.1% | +894.6% | -752.5% | +43.3% |
| All | +142.1% | +929.6% | -787.5% | +43.3% |
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