+0.1%
DOW vs IR
+226.9%
-226.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +5.2% | +2.5% | +2.7% | +3.6% |
| 30D | +13.2% | +9.2% | +4.0% | +7.0% |
| 3M | +10.1% | +0.9% | +9.1% | +8.3% |
| 6M | -13.1% | +19.2% | -32.3% | -23.8% |
| YTD | +46.1% | +7.5% | +38.6% | +32.4% |
| 1Y | +50.0% | +11.7% | +38.3% | +32.7% |
| 3Y | -20.2% | +23.9% | -44.1% | -35.6% |
| 5Y | -27.7% | +46.4% | -74.0% | -49.2% |
| All | +0.1% | +226.9% | -226.8% | -57.0% |
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