+1.1%
BA vs IR
+332.9%
-331.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -1.4% | +1.1% | -2.5% | -2.1% |
| 30D | -7.9% | +7.6% | -15.5% | -12.1% |
| 3M | -25.2% | +0.1% | -25.3% | -25.7% |
| 6M | -26.7% | +14.0% | -40.7% | -32.9% |
| YTD | -19.6% | +7.5% | -27.1% | -25.0% |
| 1Y | -10.6% | +10.1% | -20.7% | -18.1% |
| 3Y | -11.2% | +24.9% | -36.1% | -28.8% |
| 5Y | -20.4% | +46.9% | -67.3% | -44.1% |
| All | +1.1% | +332.9% | -331.8% | -55.7% |
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