+99.4%
DE vs IR
+35.0%
+64.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.4% | -3.1% | +0.7% | -1.0% |
| 30D | +9.7% | -14.0% | +23.7% | +17.1% |
| 3M | +21.4% | +3.7% | +17.6% | +19.0% |
| 6M | +15.0% | -15.4% | +30.4% | +22.9% |
| YTD | +46.4% | -7.7% | +54.1% | +50.1% |
| 1Y | +45.6% | -8.8% | +54.5% | +49.6% |
| 3Y | +76.8% | +5.6% | +71.2% | +62.8% |
| 5Y | +99.4% | +34.3% | +65.1% | +52.9% |
| All | +99.4% | +35.0% | +64.4% | +52.9% |
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