+104.4%
COST vs IR
+40.4%
+64.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | -5.3% | -15.0% | +9.8% | -1.6% |
| 3M | -6.7% | -0.4% | -6.2% | -7.0% |
| 6M | -9.9% | -15.0% | +5.1% | -7.0% |
| YTD | +5.1% | -7.1% | +12.2% | +5.6% |
| 1Y | -7.3% | -7.5% | +0.3% | -7.1% |
| 3Y | +70.4% | +6.3% | +64.1% | +55.0% |
| 5Y | +104.4% | +37.3% | +67.1% | +63.5% |
| All | +104.4% | +40.4% | +64.0% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling