-3.6%
CI vs BIYA
-99.9%
+96.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | +0.1% | -7.8% | +7.9% | +0.1% |
| 30D | +4.7% | -38.5% | +43.2% | +4.7% |
| 3M | +5.2% | -59.5% | +64.8% | +5.1% |
| 6M | +3.8% | -89.2% | +93.0% | +3.8% |
| YTD | +9.2% | -97.1% | +106.3% | +8.6% |
| 1Y | +14.3% | -99.0% | +113.3% | +12.4% |
| All | -3.6% | -99.9% | +96.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling