+336.0%
IR vs BNS
+169.3%
+166.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.5% | +0.9% | +1.6% | +1.8% |
| 30D | +9.2% | +2.8% | +6.4% | +6.7% |
| 3M | +0.9% | +3.0% | -2.0% | -2.1% |
| 6M | +19.2% | +23.3% | -4.0% | -0.2% |
| YTD | +7.5% | +29.3% | -21.9% | -13.4% |
| 1Y | +11.7% | +41.7% | -29.9% | -16.4% |
| 3Y | +23.9% | +147.7% | -123.8% | -42.3% |
| 5Y | +46.4% | +79.4% | -33.0% | -11.1% |
| All | +336.0% | +169.3% | +166.7% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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