+497.2%
COST vs IR
+271.1%
+226.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -4.5% | +3.3% | -0.4% |
| 30D | -4.7% | -13.9% | +9.2% | -2.3% |
| 3M | -7.1% | -0.3% | -6.8% | -7.3% |
| 6M | -8.5% | -14.3% | +5.8% | -6.6% |
| YTD | +5.4% | -7.9% | +13.3% | +6.0% |
| 1Y | -5.6% | -9.9% | +4.3% | -4.9% |
| 3Y | +68.5% | +6.5% | +61.9% | +62.0% |
| 5Y | +105.2% | +34.0% | +71.2% | +86.9% |
| All | +497.2% | +271.1% | +226.2% | +383.1% |
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