+79.4%
F vs IR
+332.9%
-253.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +2.5% | -5.6% | -4.5% |
| 30D | 0.0% | +9.2% | -9.1% | -4.9% |
| 3M | -13.2% | +0.9% | -14.2% | -14.1% |
| 6M | -10.2% | +19.2% | -29.4% | -19.4% |
| YTD | -4.9% | +7.5% | -12.4% | -10.9% |
| 1Y | -6.1% | +11.7% | -17.8% | -13.9% |
| 3Y | +46.0% | +23.9% | +22.1% | +21.8% |
| 5Y | -15.7% | +46.4% | -62.1% | -36.9% |
| All | +79.4% | +332.9% | -253.5% | -19.0% |
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