+113.6%
C vs IR
+46.0%
+67.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.2% | +2.5% | +1.6% | +2.9% |
| 30D | +2.0% | +9.2% | -7.2% | -2.6% |
| 3M | -10.1% | +0.9% | -11.1% | -10.9% |
| 6M | +1.0% | +19.2% | -18.3% | -8.7% |
| YTD | +8.5% | +7.5% | +1.0% | +2.3% |
| 1Y | +25.7% | +11.7% | +14.0% | +16.0% |
| 3Y | +216.0% | +23.9% | +192.1% | +166.5% |
| All | +113.6% | +46.0% | +67.6% | +48.7% |
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