+253.8%
INTC vs FIX
+5,976.4%
-5,722.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.4% | +6.7% | +8.2% |
| 7D | +17.4% | +6.1% | +11.4% | +15.0% |
| 30D | +2.8% | -2.7% | +5.4% | +3.8% |
| 3M | -5.3% | -10.9% | +5.7% | -0.5% |
| 6M | +140.6% | +29.0% | +111.6% | +123.6% |
| YTD | +183.1% | +76.9% | +106.2% | +137.8% |
| 1Y | +326.8% | +130.7% | +196.0% | +226.8% |
| 3Y | +179.4% | +790.7% | -611.2% | +22.4% |
| 5Y | +111.7% | +2,185.6% | -2,073.8% | -35.8% |
| 10Y | +253.8% | +5,993.3% | -5,739.5% | -24.9% |
| All | +253.8% | +5,976.4% | -5,722.6% | -24.9% |
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 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