+17.1%
CI vs IR
+11.6%
+5.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.4% |
| 7D | +0.1% | +5.0% | -4.9% | -0.2% |
| 30D | +4.7% | +10.3% | -5.7% | +3.9% |
| 3M | +5.2% | -0.1% | +5.3% | +5.6% |
| 6M | +3.8% | +14.8% | -11.0% | +2.2% |
| YTD | +9.2% | +9.7% | -0.5% | +6.0% |
| All | +17.1% | +11.6% | +5.5% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling