+30.5%
DOW vs IR
-8.2%
+38.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -2.4% | -3.1% | +0.7% | -2.2% |
| 30D | -4.1% | -14.0% | +9.9% | -3.3% |
| 3M | -12.4% | +3.7% | -16.2% | -13.9% |
| 6M | -10.6% | -15.4% | +4.8% | -7.0% |
| YTD | +31.1% | -7.7% | +38.8% | +25.6% |
| 1Y | +30.5% | -8.8% | +39.3% | +25.0% |
| All | +30.5% | -8.2% | +38.7% | +25.0% |
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 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