+291.3%
IR vs FND
+36.0%
+255.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | -2.8% | -5.2% | +2.4% | -1.2% |
| 30D | -15.1% | -19.9% | +4.7% | -9.4% |
| 3M | +6.1% | +2.7% | +3.3% | +4.3% |
| 6M | -16.8% | -21.7% | +4.9% | -11.5% |
| YTD | -3.5% | -17.5% | +14.0% | +0.7% |
| 1Y | -3.5% | -39.3% | +35.8% | +9.9% |
| 3Y | +9.5% | -49.8% | +59.2% | +27.1% |
| 5Y | +45.1% | -60.1% | +105.2% | +71.1% |
| All | +291.3% | +36.0% | +255.3% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling