+206.4%
B vs IR
+342.0%
-135.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.7% |
| 7D | +11.3% | +5.0% | +6.3% | +10.7% |
| 30D | +2.9% | +10.3% | -7.4% | +1.9% |
| 3M | -2.9% | -0.1% | -2.8% | -2.9% |
| 6M | -1.2% | +14.8% | -16.0% | -2.7% |
| YTD | -1.3% | +9.7% | -11.1% | -2.3% |
| 1Y | +30.4% | +12.2% | +18.2% | +28.9% |
| 3Y | +195.3% | +30.0% | +165.3% | +188.8% |
| 5Y | +146.2% | +46.8% | +99.4% | +137.0% |
| All | +206.4% | +342.0% | -135.7% | +203.8% |
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