-17.2%
F vs IR
+46.0%
-63.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | -13.2% | +0.9% | -14.2% | -14.1% |
| 6M | -10.2% | +19.2% | -29.4% | -20.1% |
| YTD | -4.9% | +7.5% | -12.4% | -11.6% |
| 1Y | -6.1% | +11.7% | -17.8% | -14.9% |
| 3Y | +46.0% | +23.9% | +22.1% | +13.6% |
| All | -17.2% | +46.0% | -63.2% | -47.7% |
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