+103.9%
CI vs IR
+332.9%
-229.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.2% | +2.5% | -1.4% | +0.4% |
| 30D | +2.6% | +9.2% | -6.6% | -0.2% |
| 3M | +7.4% | +0.9% | +6.5% | +6.7% |
| 6M | -0.1% | +19.2% | -19.3% | -6.2% |
| YTD | +9.7% | +7.5% | +2.3% | +5.5% |
| 1Y | +12.1% | +11.7% | +0.4% | +6.4% |
| 3Y | +7.0% | +23.9% | -16.9% | -4.8% |
| 5Y | +49.7% | +46.4% | +3.3% | +22.4% |
| All | +103.9% | +332.9% | -229.0% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling