-2.3%
F vs IR
+10.3%
-12.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | +1.0% | +1.5% | -0.6% | +0.4% |
| 30D | +2.1% | +9.0% | -6.9% | -1.2% |
| 3M | -10.3% | -0.9% | -9.4% | -10.4% |
| 6M | +3.3% | +13.4% | -10.1% | -2.5% |
| YTD | -2.0% | +8.5% | -10.4% | -7.9% |
| 1Y | -2.3% | +11.3% | -13.5% | -10.0% |
| All | -2.3% | +10.3% | -12.6% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling