+615.5%
GOOG vs IR
+271.9%
+343.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.5% | -3.1% | +0.6% | -1.5% |
| 30D | -3.6% | -14.0% | +10.4% | +1.4% |
| 3M | -6.4% | +3.7% | -10.2% | -8.1% |
| 6M | +7.8% | -15.4% | +23.2% | +13.0% |
| YTD | +5.5% | -7.7% | +13.2% | +6.7% |
| 1Y | +38.3% | -8.8% | +47.1% | +40.0% |
| 3Y | +143.1% | +5.6% | +137.5% | +128.5% |
| 5Y | +135.0% | +34.3% | +100.7% | +100.1% |
| All | +615.5% | +271.9% | +343.7% | +385.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling