+221.4%
LOW vs IR
+332.9%
-111.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.4% | +2.5% | -1.1% | +0.4% |
| 30D | +21.7% | +9.2% | +12.5% | +17.3% |
| 3M | +5.0% | +0.9% | +4.1% | +4.2% |
| 6M | +4.6% | +19.2% | -14.6% | -3.1% |
| YTD | -3.5% | +7.5% | -11.0% | -7.2% |
| 1Y | +0.5% | +11.7% | -11.2% | -4.8% |
| 3Y | +24.8% | +23.9% | +0.9% | +11.0% |
| 5Y | +6.5% | +46.4% | -39.9% | -12.8% |
| All | +221.4% | +332.9% | -111.5% | +78.8% |
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