-7.5%
IR vs FND
-45.4%
+37.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -15.0% | -19.6% | +4.5% | -8.4% |
| 3M | -0.4% | -4.3% | +3.9% | +0.1% |
| 6M | -15.0% | -20.4% | +5.4% | -9.2% |
| YTD | -7.1% | -21.9% | +14.8% | -0.2% |
| 1Y | -7.5% | -45.2% | +37.6% | +4.8% |
| All | -7.5% | -45.4% | +37.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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