+143.3%
IBM vs FIX
+1,049.0%
-905.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | -0.2% |
| 7D | -2.5% | -7.2% | +4.7% | -2.3% |
| 30D | +8.4% | -35.1% | +43.5% | +11.4% |
| 3M | +4.5% | -34.3% | +38.7% | +7.0% |
| 6M | +7.9% | -42.9% | +50.8% | +11.2% |
| YTD | -15.2% | +19.5% | -34.7% | -21.4% |
| 1Y | -17.6% | +16.8% | -34.4% | -23.5% |
| 3Y | +82.1% | +506.7% | -424.7% | +25.3% |
| 5Y | +143.3% | +1,046.7% | -903.4% | +42.9% |
| All | +143.3% | +1,049.0% | -905.7% | +42.9% |
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