+109.3%
INTC vs FIX
+4,032.2%
-3,922.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +1.9% |
| 7D | -1.0% | -7.2% | +6.2% | +1.4% |
| 30D | -43.3% | -35.1% | -8.2% | -33.2% |
| 3M | -41.6% | -34.3% | -7.3% | -31.7% |
| 6M | -52.5% | -42.9% | -9.5% | -41.2% |
| YTD | +60.9% | +19.5% | +41.4% | +56.2% |
| 1Y | +55.7% | +16.8% | +38.9% | +51.6% |
| 3Y | +59.2% | +506.7% | -447.5% | -20.1% |
| 5Y | +25.0% | +1,046.7% | -1,021.7% | -51.7% |
| 10Y | +109.3% | +3,800.0% | -3,690.7% | -48.1% |
| All | +109.3% | +4,032.2% | -3,922.9% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling