+8.4%
LOW vs IR
+46.5%
-38.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.0% |
| 7D | +0.4% | +0.6% | -0.3% | +0.1% |
| 30D | -10.1% | -13.6% | +3.5% | -4.0% |
| 3M | -2.9% | +3.7% | -6.5% | -4.7% |
| 6M | -19.4% | -13.1% | -6.4% | -14.6% |
| YTD | -15.4% | -5.1% | -10.3% | -14.2% |
| 1Y | -24.9% | -6.5% | -18.5% | -23.6% |
| 3Y | -7.8% | +8.5% | -16.3% | -16.2% |
| 5Y | +8.4% | +43.3% | -34.9% | -15.4% |
| All | +8.4% | +46.5% | -38.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling