+911.5%
BE vs IR
+210.3%
+701.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.3% |
| 7D | +20.0% | -2.8% | +22.8% | +22.7% |
| 30D | +7.9% | -15.1% | +23.0% | +22.9% |
| 3M | -13.2% | +6.1% | -19.3% | -18.4% |
| 6M | +53.5% | -16.8% | +70.3% | +75.5% |
| YTD | +191.0% | -3.5% | +194.6% | +191.7% |
| 1Y | +360.5% | -3.5% | +364.0% | +361.8% |
| 3Y | +1,568.0% | +9.5% | +1,558.5% | +1,376.9% |
| 5Y | +1,055.2% | +45.1% | +1,010.1% | +726.3% |
| All | +911.5% | +210.3% | +701.2% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling