+81.9%
META vs IR
+44.3%
+37.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -0.8% | +3.7% | -4.5% | -2.7% |
| 30D | -15.4% | +7.4% | -22.9% | -18.7% |
| 3M | +3.5% | -5.9% | +9.4% | +6.7% |
| 6M | -0.3% | +5.6% | -5.8% | -4.5% |
| YTD | -7.3% | +4.8% | -12.2% | -12.8% |
| 1Y | -1.1% | +6.9% | -8.0% | -8.5% |
| 3Y | +95.1% | +27.6% | +67.5% | +45.3% |
| All | +81.9% | +44.3% | +37.6% | +19.9% |
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