+1,616.9%
BE vs IR
+27.4%
+1,589.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +2.4% |
| 7D | -14.7% | +3.7% | -18.4% | -16.6% |
| 30D | -40.5% | +7.4% | -48.0% | -43.3% |
| 3M | -24.3% | -5.9% | -18.4% | -20.7% |
| 6M | -39.3% | +5.6% | -44.9% | -42.1% |
| YTD | +99.4% | +4.8% | +94.5% | +88.4% |
| 1Y | +26.6% | +6.9% | +19.6% | +18.4% |
| 3Y | +1,616.9% | +27.6% | +1,589.4% | +1,228.8% |
| All | +1,616.9% | +27.4% | +1,589.6% | +1,228.8% |
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 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