+172.4%
B vs IR
+332.9%
-160.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -7.3% | +2.5% | -9.8% | -7.6% |
| 30D | -3.3% | +9.2% | -12.5% | -4.3% |
| 3M | -7.8% | +0.9% | -8.7% | -7.9% |
| 6M | -15.5% | +19.2% | -34.8% | -17.1% |
| YTD | -12.3% | +7.5% | -19.7% | -12.9% |
| 1Y | +5.4% | +11.7% | -6.4% | +4.2% |
| 3Y | +165.5% | +23.9% | +141.6% | +160.7% |
| 5Y | +107.0% | +46.4% | +60.7% | +99.7% |
| All | +172.4% | +332.9% | -160.5% | +170.8% |
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