+244.2%
EBAY vs IR
+288.5%
-44.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.6% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -6.7% | -15.1% | +8.5% | -2.8% |
| 3M | -5.0% | +6.1% | -11.0% | -7.0% |
| 6M | +14.6% | -16.8% | +31.5% | +19.1% |
| YTD | +19.8% | -3.5% | +23.4% | +19.3% |
| 1Y | +12.6% | -3.5% | +16.1% | +11.8% |
| 3Y | +141.0% | +9.5% | +131.5% | +125.7% |
| 5Y | +47.5% | +45.1% | +2.5% | +26.8% |
| All | +244.2% | +288.5% | -44.3% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling