+85.2%
F vs IR
+322.3%
-237.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.5% |
| 7D | +1.6% | +3.7% | -2.1% | -0.5% |
| 30D | +2.6% | +7.4% | -4.8% | -1.6% |
| 3M | -8.8% | -5.9% | -2.9% | -6.2% |
| 6M | +4.6% | +5.6% | -0.9% | +0.2% |
| YTD | -1.9% | +4.8% | -6.7% | -6.7% |
| 1Y | -0.8% | +6.9% | -7.7% | -6.8% |
| 3Y | +43.5% | +27.6% | +15.9% | +17.6% |
| 5Y | -12.1% | +45.8% | -57.9% | -34.0% |
| All | +85.2% | +322.3% | -237.1% | -15.2% |
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