+1,008.9%
BE vs IR
+205.2%
+803.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.3% | +10.9% |
| 7D | +29.8% | +0.6% | +29.1% | +29.1% |
| 30D | +26.4% | -13.6% | +40.0% | +41.7% |
| 3M | +9.3% | +3.7% | +5.6% | +4.6% |
| 6M | +105.1% | -13.1% | +118.1% | +124.6% |
| YTD | +219.0% | -5.1% | +224.2% | +223.6% |
| 1Y | +418.8% | -6.5% | +425.2% | +432.5% |
| 3Y | +1,784.6% | +8.5% | +1,776.1% | +1,579.0% |
| 5Y | +1,251.0% | +43.3% | +1,207.7% | +875.7% |
| All | +1,008.9% | +205.2% | +803.7% | +295.6% |
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