+108.1%
CI vs IR
+336.9%
-228.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.9% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | +7.3% | +9.0% | -1.7% | +4.4% |
| 3M | +9.5% | -0.9% | +10.4% | +9.3% |
| 6M | +6.4% | +13.4% | -7.0% | +1.4% |
| YTD | +12.0% | +8.5% | +3.5% | +7.4% |
| 1Y | +20.1% | +11.3% | +8.8% | +14.1% |
| 3Y | +9.6% | +26.0% | -16.4% | -3.1% |
| 5Y | +52.7% | +47.9% | +4.9% | +24.5% |
| All | +108.1% | +336.9% | -228.8% | +21.0% |
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