+326.8%
INTC vs FIX
+132.0%
+194.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.4% | +6.7% | +7.6% |
| 7D | +17.4% | +6.1% | +11.4% | +13.4% |
| 30D | +2.8% | -2.7% | +5.4% | +4.4% |
| 3M | -5.3% | -10.9% | +5.7% | +2.1% |
| 6M | +140.6% | +29.0% | +111.6% | +117.5% |
| YTD | +183.1% | +76.9% | +106.2% | +126.6% |
| 1Y | +326.8% | +130.7% | +196.0% | +199.6% |
| All | +326.8% | +132.0% | +194.8% | +199.6% |
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