+1,580.2%
BE vs IR
+10.0%
+1,570.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.4% |
| 7D | +20.0% | -2.8% | +22.8% | +22.4% |
| 30D | +7.9% | -15.1% | +23.0% | +21.5% |
| 3M | -13.2% | +6.1% | -19.3% | -18.2% |
| 6M | +53.5% | -16.8% | +70.3% | +74.3% |
| YTD | +191.0% | -3.5% | +194.6% | +190.5% |
| 1Y | +360.5% | -3.5% | +364.0% | +361.6% |
| All | +1,580.2% | +10.0% | +1,570.2% | +1,216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling