+64.8%
BE vs IR
+10.4%
+54.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.9% | +13.9% | +13.6% |
| 7D | +4.5% | +1.1% | +3.5% | +4.2% |
| 30D | -20.1% | +7.6% | -27.7% | -23.3% |
| 3M | -0.8% | +0.1% | -0.9% | -0.7% |
| 6M | -26.2% | +14.0% | -40.2% | -32.8% |
| YTD | +141.1% | +7.5% | +133.6% | +114.3% |
| 1Y | +64.8% | +10.1% | +54.7% | +50.7% |
| All | +64.8% | +10.4% | +54.5% | +50.7% |
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