+47.6%
EXC vs IR
+45.6%
+2.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.2% |
| 7D | +0.3% | -2.8% | +3.1% | +0.6% |
| 30D | -3.7% | -15.1% | +11.4% | -2.1% |
| 3M | -1.3% | +6.1% | -7.4% | -2.0% |
| 6M | -9.7% | -16.8% | +7.1% | -8.1% |
| YTD | +2.9% | -3.5% | +6.4% | +2.6% |
| 1Y | +4.4% | -3.5% | +7.9% | +3.9% |
| 3Y | +22.2% | +9.5% | +12.7% | +14.3% |
| All | +47.6% | +45.6% | +2.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling