+336.0%
IR vs NI
+157.2%
+178.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.5% | +4.3% | -1.8% | +0.9% |
| 30D | +9.2% | +12.4% | -3.2% | +4.5% |
| 3M | +0.9% | +10.2% | -9.2% | -2.7% |
| 6M | +19.2% | -0.8% | +20.0% | +19.3% |
| YTD | +7.5% | +13.2% | -5.8% | +2.4% |
| 1Y | +11.7% | +10.1% | +1.7% | +7.5% |
| 3Y | +23.9% | +103.1% | -79.2% | -6.0% |
| 5Y | +46.4% | +115.5% | -69.2% | +7.8% |
| All | +336.0% | +157.2% | +178.8% | +209.9% |
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