+112.2%
C vs IR
+46.1%
+66.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -0.4% | +1.5% | -1.9% | -1.1% |
| 30D | -5.2% | +9.0% | -14.2% | -9.3% |
| 3M | -9.1% | -0.9% | -8.2% | -9.1% |
| 6M | -1.6% | +13.4% | -15.0% | -8.7% |
| YTD | +6.9% | +8.5% | -1.5% | +0.5% |
| 1Y | +23.0% | +11.3% | +11.7% | +13.8% |
| 3Y | +216.1% | +26.0% | +190.2% | +164.4% |
| 5Y | +112.2% | +47.9% | +64.4% | +46.4% |
| All | +112.2% | +46.1% | +66.2% | +46.4% |
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