+675.5%
BE vs IR
+253.0%
+422.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.7% | +7.2% | +8.1% |
| 7D | -1.2% | +5.0% | -6.2% | -4.3% |
| 30D | -30.9% | +10.3% | -41.2% | -35.7% |
| 3M | -11.6% | -0.1% | -11.5% | -11.2% |
| 6M | -25.7% | +14.8% | -40.5% | -34.0% |
| YTD | +123.1% | +9.7% | +113.4% | +102.8% |
| 1Y | +43.4% | +12.2% | +31.2% | +28.2% |
| 3Y | +1,683.6% | +30.0% | +1,653.6% | +1,282.3% |
| 5Y | +465.4% | +46.8% | +418.6% | +301.6% |
| All | +675.5% | +253.0% | +422.5% | +148.0% |
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