-3.5%
IR vs BBY
+27.1%
-30.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.6% |
| 7D | -2.8% | +9.5% | -12.3% | -4.7% |
| 30D | -15.1% | +6.8% | -22.0% | -16.3% |
| 3M | +6.1% | +28.9% | -22.8% | +0.2% |
| 6M | -16.8% | +37.8% | -54.6% | -22.9% |
| YTD | -3.5% | +38.7% | -42.3% | -10.7% |
| 1Y | -3.5% | +23.7% | -27.2% | -5.8% |
| All | -3.5% | +27.1% | -30.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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