+641.7%
BE vs IR
+248.9%
+392.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.4% |
| 7D | -13.4% | +1.5% | -14.9% | -13.8% |
| 30D | -33.9% | +9.0% | -42.9% | -37.9% |
| 3M | -12.0% | -0.9% | -11.1% | -10.9% |
| 6M | -29.0% | +13.4% | -42.4% | -36.2% |
| YTD | +113.4% | +8.5% | +104.9% | +95.9% |
| 1Y | +33.2% | +11.3% | +21.9% | +20.0% |
| 3Y | +1,659.2% | +26.0% | +1,633.2% | +1,300.5% |
| 5Y | +461.4% | +47.9% | +413.5% | +296.9% |
| All | +641.7% | +248.9% | +392.8% | +139.5% |
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