-3.5%
IR vs M
+46.1%
-49.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.4% |
| 7D | -2.8% | +4.7% | -7.6% | -4.3% |
| 30D | -15.1% | -9.6% | -5.5% | -12.3% |
| 3M | +6.1% | +0.9% | +5.2% | +5.3% |
| 6M | -16.8% | +22.3% | -39.1% | -23.0% |
| YTD | -3.5% | +6.5% | -10.1% | -7.7% |
| 1Y | -3.5% | +38.8% | -42.3% | -15.5% |
| All | -3.5% | +46.1% | -49.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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