+194.0%
B vs IR
+322.3%
-128.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | +9.6% | +3.7% | +5.9% | +9.2% |
| 30D | +3.5% | +7.4% | -3.9% | +2.7% |
| 3M | -1.6% | -5.9% | +4.3% | -1.1% |
| 6M | -1.7% | +5.6% | -7.2% | -2.4% |
| YTD | -5.3% | +4.8% | -10.2% | -5.8% |
| 1Y | +27.2% | +6.9% | +20.3% | +26.3% |
| 3Y | +166.1% | +27.6% | +138.6% | +161.2% |
| 5Y | +136.5% | +45.8% | +90.7% | +128.5% |
| All | +194.0% | +322.3% | -128.3% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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