-11.5%
BA vs IR
+11.6%
-23.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -2.2% |
| 7D | -1.7% | +5.0% | -6.7% | -3.5% |
| 30D | -9.5% | +10.3% | -19.8% | -12.7% |
| 3M | -26.5% | -0.1% | -26.4% | -26.5% |
| 6M | -27.4% | +14.8% | -42.1% | -31.0% |
| YTD | -20.6% | +9.7% | -30.4% | -22.7% |
| All | -11.5% | +11.6% | -23.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling