+1,076.1%
BE vs IR
+45.6%
+1,030.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.3% |
| 7D | +20.0% | -2.8% | +22.8% | +22.9% |
| 30D | +7.9% | -15.1% | +23.0% | +24.1% |
| 3M | -13.2% | +6.1% | -19.3% | -19.0% |
| 6M | +53.5% | -16.8% | +70.3% | +77.4% |
| YTD | +191.0% | -3.5% | +194.6% | +189.8% |
| 1Y | +360.5% | -3.5% | +364.0% | +359.0% |
| 3Y | +1,568.0% | +9.5% | +1,558.5% | +1,285.2% |
| All | +1,076.1% | +45.6% | +1,030.5% | +637.0% |
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