+226.9%
LOW vs IR
+332.9%
-106.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | +25.6% | +7.6% | +18.0% | +21.7% |
| 3M | +5.3% | +0.1% | +5.2% | +4.9% |
| 6M | +3.7% | +14.0% | -10.2% | -2.2% |
| YTD | -1.9% | +7.5% | -9.3% | -5.6% |
| 1Y | +0.6% | +10.1% | -9.6% | -4.3% |
| 3Y | +26.4% | +24.9% | +1.6% | +12.1% |
| 5Y | +10.1% | +46.9% | -36.7% | -9.9% |
| All | +226.9% | +332.9% | -106.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling