+387.2%
BE vs IR
+44.3%
+342.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +2.2% |
| 7D | -14.7% | +3.7% | -18.4% | -17.0% |
| 30D | -40.5% | +7.4% | -48.0% | -43.9% |
| 3M | -24.3% | -5.9% | -18.4% | -20.0% |
| 6M | -39.3% | +5.6% | -44.9% | -42.8% |
| YTD | +99.4% | +4.8% | +94.5% | +85.3% |
| 1Y | +26.6% | +6.9% | +19.6% | +15.8% |
| 3Y | +1,616.9% | +27.6% | +1,589.4% | +1,130.6% |
| All | +387.2% | +44.3% | +342.8% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling