+86.5%
F vs IR
+316.5%
-229.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.4% |
| 7D | +1.4% | +2.3% | -0.9% | +0.1% |
| 30D | +2.0% | +3.3% | -1.3% | -0.1% |
| 3M | -10.4% | -9.0% | -1.3% | -6.1% |
| 6M | +9.7% | +8.0% | +1.7% | +3.8% |
| YTD | -1.2% | +3.4% | -4.6% | -5.3% |
| 1Y | 0.0% | +4.5% | -4.5% | -4.9% |
| 3Y | +41.1% | +25.6% | +15.5% | +16.7% |
| 5Y | -11.4% | +43.8% | -55.2% | -33.0% |
| All | +86.5% | +316.5% | -229.9% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling