-0.7%
BA vs IR
+332.9%
-333.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -2.6% |
| 30D | -7.1% | +9.2% | -16.3% | -12.1% |
| 3M | -25.5% | +0.9% | -26.5% | -26.4% |
| 6M | -28.7% | +19.2% | -48.0% | -36.4% |
| YTD | -21.0% | +7.5% | -28.5% | -26.3% |
| 1Y | -11.9% | +11.7% | -23.6% | -20.0% |
| 3Y | -16.2% | +23.9% | -40.1% | -32.4% |
| 5Y | -22.4% | +46.4% | -68.7% | -45.3% |
| All | -0.7% | +332.9% | -333.6% | -56.5% |
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