+85.4%
BE vs IR
+10.2%
+75.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | +10.8% | +2.5% | +8.3% | +9.2% |
| 30D | -19.8% | +9.2% | -28.9% | -23.5% |
| 3M | -18.7% | +0.9% | -19.7% | -19.0% |
| 6M | -33.7% | +19.2% | -53.0% | -40.8% |
| YTD | +121.0% | +7.5% | +113.5% | +103.3% |
| 1Y | +85.4% | +11.7% | +73.7% | +69.8% |
| All | +85.4% | +10.2% | +75.2% | +69.8% |
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