-0.9%
BA vs IR
+45.6%
-46.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.2% |
| 7D | +1.2% | -2.8% | +4.0% | +2.6% |
| 30D | -11.6% | -15.1% | +3.5% | -4.3% |
| 3M | -2.4% | +6.1% | -8.4% | -5.4% |
| 6M | -6.6% | -16.8% | +10.2% | +1.2% |
| YTD | -2.2% | -3.5% | +1.3% | -2.2% |
| 1Y | -8.0% | -3.5% | -4.5% | -8.5% |
| 3Y | -5.0% | +9.5% | -14.5% | -17.5% |
| All | -0.9% | +45.6% | -46.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling