+336.0%
IR vs ES
+68.8%
+267.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.5% | +2.7% | -0.2% | +1.7% |
| 30D | +9.2% | +7.6% | +1.6% | +6.8% |
| 3M | +0.9% | +0.5% | +0.5% | +0.6% |
| 6M | +19.2% | +7.6% | +11.6% | +16.5% |
| YTD | +7.5% | +10.2% | -2.7% | +4.1% |
| 1Y | +11.7% | +1.8% | +9.9% | +10.2% |
| 3Y | +23.9% | +55.4% | -31.5% | +5.9% |
| 5Y | +46.4% | +7.3% | +39.0% | +39.9% |
| All | +336.0% | +68.8% | +267.1% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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