+63.8%
EW vs IR
+25.6%
+38.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +4.9% | +4.3% | +0.7% | +4.1% |
| 30D | +24.1% | +8.1% | +16.0% | +22.2% |
| 3M | +13.7% | +0.7% | +13.0% | +13.4% |
| 6M | +32.7% | +16.6% | +16.1% | +28.5% |
| YTD | +24.1% | +7.8% | +16.3% | +21.3% |
| 1Y | +23.6% | +9.9% | +13.7% | +20.3% |
| All | +63.8% | +25.6% | +38.2% | +40.2% |
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