+3.6%
GOOG vs IR
+11.7%
-8.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.3% |
| 7D | -10.7% | +11.6% | -22.3% | -12.0% |
| 30D | -16.4% | +7.2% | -23.6% | -17.0% |
| 3M | -23.4% | -5.9% | -17.5% | -21.9% |
| 6M | -24.2% | +11.5% | -35.7% | -25.7% |
| YTD | -8.3% | +6.3% | -14.6% | -11.2% |
| 1Y | +3.6% | +9.1% | -5.5% | -0.6% |
| All | +3.6% | +11.7% | -8.1% | -0.6% |
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 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