+116.2%
B vs IR
+46.1%
+70.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.7% | +1.1% | -3.7% | -2.9% |
| 30D | -4.3% | +7.6% | -11.9% | -5.9% |
| 3M | -2.3% | +0.1% | -2.4% | -2.5% |
| 6M | -16.2% | +14.0% | -30.2% | -18.8% |
| YTD | -8.8% | +7.5% | -16.3% | -10.4% |
| 1Y | +11.4% | +10.1% | +1.2% | +9.0% |
| 3Y | +174.3% | +24.9% | +149.4% | +160.6% |
| 5Y | +116.2% | +46.9% | +69.3% | +88.2% |
| All | +116.2% | +46.1% | +70.1% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling