+62.2%
INTC vs FIX
+511.4%
-449.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.9% |
| 7D | +17.1% | +16.9% | +0.2% | +10.2% |
| 30D | -40.5% | -30.6% | -9.8% | -31.5% |
| 3M | -39.4% | -35.1% | -4.3% | -28.8% |
| 6M | -49.3% | -44.0% | -5.3% | -37.3% |
| YTD | +65.9% | +21.0% | +44.8% | +68.4% |
| 1Y | +61.5% | +16.2% | +45.4% | +65.1% |
| All | +62.2% | +511.4% | -449.2% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling