+112.2%
EFA vs IR
+332.9%
-220.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +1.5% |
| 30D | +1.4% | +9.2% | -7.8% | -1.4% |
| 3M | -4.2% | +0.9% | -5.1% | -4.7% |
| 6M | +1.9% | +19.2% | -17.3% | -4.1% |
| YTD | +10.2% | +7.5% | +2.7% | +6.4% |
| 1Y | +12.8% | +11.7% | +1.0% | +7.4% |
| 3Y | +65.2% | +23.9% | +41.3% | +48.7% |
| 5Y | +49.8% | +46.4% | +3.5% | +25.5% |
| All | +112.2% | +332.9% | -220.7% | +35.1% |
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