-35.9%
DOW vs IR
+46.5%
-82.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.2% |
| 7D | -2.9% | +0.6% | -3.6% | -3.2% |
| 30D | +2.0% | -13.6% | +15.6% | +8.6% |
| 3M | -12.5% | +3.7% | -16.2% | -15.5% |
| 6M | -9.2% | -13.1% | +3.8% | -5.9% |
| YTD | +30.8% | -5.1% | +35.9% | +28.6% |
| 1Y | +29.4% | -6.5% | +35.9% | +28.2% |
| 3Y | -34.6% | +8.5% | -43.1% | -41.4% |
| 5Y | -35.9% | +43.3% | -79.2% | -53.6% |
| All | -35.9% | +46.5% | -82.5% | -53.6% |
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