-0.1%
BA vs IR
+316.5%
-316.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -0.9% |
| 7D | -0.1% | +2.3% | -2.4% | -1.4% |
| 30D | -9.1% | +3.3% | -12.5% | -11.1% |
| 3M | -28.2% | -9.0% | -19.1% | -24.5% |
| 6M | -23.1% | +8.0% | -31.1% | -27.3% |
| YTD | -20.6% | +3.4% | -23.9% | -24.1% |
| 1Y | -12.7% | +4.5% | -17.2% | -17.5% |
| 3Y | -11.6% | +25.6% | -37.1% | -29.4% |
| 5Y | -23.1% | +43.8% | -67.0% | -45.3% |
| All | -0.1% | +316.5% | -316.6% | -55.2% |
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