+40.2%
IR vs NI
+96.2%
-56.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.1% |
| 7D | +0.6% | +2.3% | -1.7% | -0.3% |
| 30D | -13.6% | -1.7% | -12.0% | -13.1% |
| 3M | +3.7% | -8.0% | +11.7% | +7.0% |
| 6M | -13.1% | -8.6% | -4.4% | -10.2% |
| YTD | -5.1% | +2.3% | -7.5% | -6.1% |
| 1Y | -6.5% | +6.9% | -13.4% | -9.0% |
| 3Y | +8.5% | +70.6% | -62.0% | -12.2% |
| All | +40.2% | +96.2% | -56.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling