+3.5%
B vs IR
+10.1%
-6.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -6.2% | +4.3% | -10.4% | -7.8% |
| 30D | -6.6% | +8.1% | -14.7% | -9.7% |
| 3M | -7.9% | +0.7% | -8.6% | -8.2% |
| 6M | -16.8% | +16.6% | -33.4% | -23.4% |
| YTD | -11.7% | +7.8% | -19.5% | -13.5% |
| 1Y | +3.5% | +9.9% | -6.4% | +1.6% |
| All | +3.5% | +10.1% | -6.6% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling