+107.0%
CI vs IR
+332.9%
-225.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +6.4% | +7.6% | -1.2% | +3.9% |
| 3M | +10.7% | +0.1% | +10.6% | +10.2% |
| 6M | +5.5% | +14.0% | -8.5% | +0.4% |
| YTD | +11.4% | +7.5% | +3.9% | +7.1% |
| 1Y | +15.0% | +10.1% | +4.9% | +9.6% |
| 3Y | +9.0% | +24.9% | -15.9% | -3.4% |
| 5Y | +52.0% | +46.9% | +5.1% | +24.1% |
| All | +107.0% | +332.9% | -225.9% | +20.6% |
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 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