+159.0%
EXC vs IR
+342.0%
-183.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.9% |
| 7D | -1.7% | +5.0% | -6.7% | -2.7% |
| 30D | +9.3% | +10.3% | -1.0% | +7.0% |
| 3M | +1.0% | -0.1% | +1.1% | +0.8% |
| 6M | +5.9% | +14.8% | -8.8% | +2.5% |
| YTD | +7.6% | +9.7% | -2.1% | +4.2% |
| 1Y | +2.4% | +12.2% | -9.8% | -1.5% |
| 3Y | +30.2% | +30.0% | +0.3% | +17.0% |
| 5Y | +41.4% | +46.8% | -5.5% | +20.4% |
| All | +159.0% | +342.0% | -183.1% | +68.7% |
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