-13.5%
F vs IR
+46.1%
-59.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -0.2% | +1.5% | -1.8% | -1.2% |
| 30D | +0.9% | +9.0% | -8.1% | -4.3% |
| 3M | -11.3% | -0.9% | -10.5% | -11.3% |
| 6M | +2.0% | +13.4% | -11.4% | -6.6% |
| YTD | -3.2% | +8.5% | -11.6% | -10.3% |
| 1Y | -3.5% | +11.3% | -14.7% | -12.2% |
| 3Y | +48.1% | +26.0% | +22.1% | +14.0% |
| 5Y | -13.5% | +47.9% | -61.4% | -45.6% |
| All | -13.5% | +46.1% | -59.6% | -45.6% |
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