+117.4%
INTC vs FIX
+3,615.9%
-3,498.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.0% |
| 7D | +17.1% | +17.0% | +0.1% | +10.4% |
| 30D | -40.5% | -30.6% | -9.9% | -31.5% |
| 3M | -39.4% | -35.0% | -4.3% | -28.8% |
| 6M | -49.3% | -44.0% | -5.3% | -36.8% |
| YTD | +65.9% | +21.1% | +44.7% | +60.2% |
| 1Y | +61.5% | +16.3% | +45.3% | +57.5% |
| 3Y | +59.6% | +507.4% | -447.8% | -20.0% |
| 5Y | +31.2% | +1,052.1% | -1,020.9% | -49.5% |
| All | +117.4% | +3,615.9% | -3,498.5% | -46.4% |
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