+107.3%
META vs IR
+9.5%
+97.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +6.7% | -2.8% | +9.5% | +7.8% |
| 30D | +4.8% | -15.1% | +19.9% | +11.5% |
| 3M | -1.6% | +6.1% | -7.7% | -4.6% |
| 6M | -7.5% | -16.8% | +9.3% | -1.2% |
| YTD | -6.4% | -3.5% | -2.9% | -7.2% |
| 1Y | -17.3% | -3.5% | -13.9% | -18.4% |
| All | +107.3% | +9.5% | +97.8% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling