+130.7%
C vs IR
+45.6%
+85.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | +3.6% | -2.8% | +6.5% | +5.1% |
| 30D | +0.1% | -15.1% | +15.2% | +8.4% |
| 3M | +2.4% | +6.1% | -3.6% | -1.4% |
| 6M | +24.9% | -16.8% | +41.7% | +35.4% |
| YTD | +19.8% | -3.5% | +23.3% | +19.7% |
| 1Y | +44.9% | -3.5% | +48.4% | +44.0% |
| 3Y | +263.0% | +9.5% | +253.5% | +227.4% |
| All | +130.7% | +45.6% | +85.0% | +64.6% |
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 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