+0.4%
BA vs IR
+322.3%
-321.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | +1.1% | +3.7% | -2.6% | -1.1% |
| 30D | -7.9% | +7.4% | -15.4% | -11.9% |
| 3M | -25.3% | -5.9% | -19.4% | -23.1% |
| 6M | -24.6% | +5.6% | -30.2% | -27.7% |
| YTD | -20.1% | +4.8% | -25.0% | -24.3% |
| 1Y | -11.8% | +6.9% | -18.7% | -17.7% |
| 3Y | -10.1% | +27.6% | -37.7% | -28.9% |
| 5Y | -22.7% | +45.8% | -68.6% | -45.5% |
| All | +0.4% | +322.3% | -321.8% | -55.3% |
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