-5.6%
COST vs IR
-8.8%
+3.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -4.5% | +3.3% | -1.0% |
| 30D | -4.7% | -13.9% | +9.2% | -4.1% |
| 3M | -7.1% | -0.3% | -6.8% | -7.0% |
| 6M | -8.5% | -14.3% | +5.8% | -7.2% |
| YTD | +5.4% | -7.9% | +13.3% | +6.1% |
| 1Y | -5.6% | -9.9% | +4.3% | -6.8% |
| All | -5.6% | -8.8% | +3.2% | -6.8% |
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