+330.7%
META vs IR
+342.0%
-11.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.3% |
| 7D | +5.7% | +5.0% | +0.7% | +3.8% |
| 30D | -10.8% | +10.3% | -21.1% | -14.1% |
| 3M | +8.4% | -0.1% | +8.5% | +8.2% |
| 6M | +5.4% | +14.8% | -9.4% | -0.9% |
| YTD | -2.6% | +9.7% | -12.3% | -7.8% |
| 1Y | +3.5% | +12.2% | -8.7% | -3.0% |
| 3Y | +102.0% | +30.0% | +72.0% | +75.2% |
| 5Y | +93.1% | +46.8% | +46.3% | +57.4% |
| All | +330.7% | +342.0% | -11.3% | +169.6% |
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