+289.3%
INTC vs FIX
+128.3%
+161.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +3.3% |
| 7D | +7.1% | +6.0% | +1.0% | +3.3% |
| 30D | -5.2% | -7.2% | +2.0% | -1.0% |
| 3M | -14.3% | -15.9% | +1.6% | -4.8% |
| 6M | +110.2% | +12.7% | +97.4% | +101.5% |
| YTD | +159.6% | +72.8% | +86.8% | +110.7% |
| 1Y | +289.3% | +122.9% | +166.4% | +180.2% |
| All | +289.3% | +128.3% | +161.0% | +180.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling