+53.9%
F vs IR
+45.6%
+8.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.7% |
| 7D | +5.3% | -2.8% | +8.2% | +7.0% |
| 30D | +4.6% | -15.1% | +19.7% | +14.8% |
| 3M | -3.7% | +6.1% | -9.7% | -7.9% |
| 6M | +16.8% | -16.8% | +33.6% | +28.2% |
| YTD | +15.3% | -3.5% | +18.8% | +14.7% |
| 1Y | +31.0% | -3.5% | +34.5% | +29.7% |
| 3Y | +45.4% | +9.5% | +36.0% | +22.3% |
| All | +53.9% | +45.6% | +8.3% | +0.5% |
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