+124.0%
COST vs IR
+46.1%
+78.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +3.9% | +1.1% | +2.9% | +3.6% |
| 30D | +13.5% | +7.6% | +6.0% | +11.5% |
| 3M | +15.3% | +0.1% | +15.2% | +15.0% |
| 6M | +9.2% | +14.0% | -4.8% | +5.2% |
| YTD | +26.9% | +7.5% | +19.4% | +23.0% |
| 1Y | +19.7% | +10.1% | +9.6% | +15.1% |
| 3Y | +96.0% | +24.9% | +71.2% | +71.4% |
| 5Y | +124.0% | +46.9% | +77.2% | +79.3% |
| All | +124.0% | +46.1% | +78.0% | +79.3% |
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