+39.3%
BE vs IR
+11.6%
+27.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.7% | +7.2% | +8.6% |
| 7D | -1.2% | +5.0% | -6.2% | -3.8% |
| 30D | -30.9% | +10.3% | -41.2% | -34.7% |
| 3M | -11.6% | -0.1% | -11.5% | -11.6% |
| 6M | -25.7% | +14.8% | -40.5% | -32.8% |
| YTD | +123.1% | +9.7% | +113.4% | +95.0% |
| All | +39.3% | +11.6% | +27.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling