+182.2%
EW vs IR
+336.9%
-154.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +9.3% | +1.5% | +7.7% | +8.8% |
| 30D | +22.1% | +9.0% | +13.0% | +18.9% |
| 3M | +13.0% | -0.9% | +13.9% | +13.0% |
| 6M | +30.1% | +13.4% | +16.7% | +24.7% |
| YTD | +22.0% | +8.5% | +13.5% | +17.6% |
| 1Y | +23.7% | +11.3% | +12.4% | +18.2% |
| 3Y | +62.0% | +26.0% | +36.0% | +44.4% |
| 5Y | -12.4% | +47.9% | -60.3% | -27.3% |
| All | +182.2% | +336.9% | -154.7% | +75.7% |
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