+18.3%
EW vs IR
+9.5%
+8.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | +1.0% | -15.1% | +16.2% | +4.0% |
| 3M | +2.8% | +6.1% | -3.3% | +1.5% |
| 6M | +5.5% | -16.8% | +22.3% | +8.4% |
| YTD | +5.5% | -3.5% | +9.0% | +5.3% |
| 1Y | +11.0% | -3.5% | +14.5% | +10.7% |
| All | +18.3% | +9.5% | +8.9% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling