+31.2%
INTC vs FIX
+1,055.8%
-1,024.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.0% |
| 7D | +17.1% | +17.0% | +0.1% | +10.2% |
| 30D | -40.5% | -30.6% | -9.9% | -31.4% |
| 3M | -39.4% | -35.0% | -4.3% | -28.7% |
| 6M | -49.3% | -44.0% | -5.3% | -36.9% |
| YTD | +65.9% | +21.1% | +44.7% | +64.2% |
| 1Y | +61.5% | +16.3% | +45.3% | +61.2% |
| 3Y | +59.6% | +507.4% | -447.8% | -15.9% |
| 5Y | +31.2% | +1,052.1% | -1,020.9% | -48.2% |
| All | +31.2% | +1,055.8% | -1,024.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling