+291.3%
IR vs NI
+129.6%
+161.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -2.8% | +2.0% | -4.8% | -3.6% |
| 30D | -15.1% | -3.5% | -11.6% | -14.0% |
| 3M | +6.1% | -9.1% | +15.2% | +9.8% |
| 6M | -16.8% | -11.8% | -5.0% | -13.0% |
| YTD | -3.5% | +1.1% | -4.6% | -4.1% |
| 1Y | -3.5% | +6.7% | -10.2% | -6.0% |
| 3Y | +9.5% | +71.1% | -61.6% | -11.5% |
| 5Y | +45.1% | +94.3% | -49.2% | +11.1% |
| All | +291.3% | +129.6% | +161.7% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling