+103.4%
CI vs IR
+334.1%
-230.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -1.7% | +4.2% | -6.0% | -2.9% |
| 30D | +4.9% | +8.1% | -3.2% | +2.3% |
| 3M | +7.4% | +0.7% | +6.7% | +6.7% |
| 6M | +0.4% | +16.6% | -16.2% | -5.1% |
| YTD | +9.5% | +7.8% | +1.7% | +5.1% |
| 1Y | +12.0% | +9.9% | +2.1% | +6.8% |
| 3Y | +7.1% | +25.2% | -18.1% | -5.1% |
| 5Y | +49.3% | +46.8% | +2.6% | +22.0% |
| All | +103.4% | +334.1% | -230.7% | +18.4% |
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 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