+2.5%
BA vs IR
+328.3%
-325.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.4% |
| 7D | +5.9% | +11.6% | -5.7% | -0.7% |
| 30D | -8.2% | +7.2% | -15.3% | -12.1% |
| 3M | -25.4% | -5.9% | -19.5% | -23.1% |
| 6M | -20.0% | +11.5% | -31.5% | -25.7% |
| YTD | -18.5% | +6.3% | -24.8% | -23.4% |
| 1Y | -10.6% | +9.1% | -19.7% | -17.6% |
| 3Y | -9.3% | +29.2% | -38.4% | -28.7% |
| 5Y | -16.9% | +48.2% | -65.1% | -41.9% |
| All | +2.5% | +328.3% | -325.8% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling