+224.3%
B vs IR
+288.5%
-64.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | -2.8% | +1.2% | -1.3% |
| 30D | +9.4% | -15.1% | +24.6% | +11.2% |
| 3M | +5.0% | +6.1% | -1.1% | +4.3% |
| 6M | -3.5% | -16.8% | +13.3% | -2.2% |
| YTD | +4.5% | -3.5% | +8.0% | +4.8% |
| 1Y | +67.8% | -3.5% | +71.3% | +68.3% |
| 3Y | +196.7% | +9.5% | +187.2% | +194.8% |
| 5Y | +151.9% | +45.1% | +106.8% | +145.1% |
| All | +224.3% | +288.5% | -64.2% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling