+158.8%
EXC vs IR
+332.9%
-174.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.4% | +1.1% | -2.4% | -1.6% |
| 30D | +8.3% | +7.6% | +0.7% | +6.5% |
| 3M | +2.6% | +0.1% | +2.5% | +2.3% |
| 6M | +5.2% | +14.0% | -8.8% | +1.9% |
| YTD | +7.5% | +7.5% | +0.1% | +4.5% |
| 1Y | +3.2% | +10.1% | -7.0% | -0.4% |
| 3Y | +29.5% | +24.9% | +4.7% | +17.4% |
| 5Y | +39.7% | +46.9% | -7.2% | +18.8% |
| All | +158.8% | +332.9% | -174.1% | +69.2% |
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 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