+177.1%
EW vs IR
+322.3%
-145.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +11.0% | +3.7% | +7.3% | +9.9% |
| 30D | +19.1% | +7.4% | +11.6% | +16.5% |
| 3M | +14.4% | -5.9% | +20.3% | +16.0% |
| 6M | +22.8% | +5.6% | +17.2% | +20.2% |
| YTD | +19.8% | +4.8% | +15.0% | +16.6% |
| 1Y | +23.9% | +6.9% | +17.0% | +19.7% |
| 3Y | +52.2% | +27.6% | +24.7% | +35.0% |
| 5Y | -13.9% | +45.8% | -59.7% | -28.2% |
| All | +177.1% | +322.3% | -145.2% | +74.2% |
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 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