+5.6%
META vs IR
+10.2%
-4.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +5.2% | +2.5% | +2.7% | +4.5% |
| 30D | -13.0% | +9.2% | -22.2% | -14.8% |
| 3M | +7.9% | +0.9% | +7.0% | +7.6% |
| 6M | +4.2% | +19.2% | -15.0% | -0.3% |
| YTD | -2.5% | +7.5% | -10.0% | -6.2% |
| 1Y | +5.6% | +11.7% | -6.2% | +0.5% |
| All | +5.6% | +10.2% | -4.7% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling