+62.8%
META vs IR
+45.6%
+17.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.3% |
| 7D | +6.7% | -2.8% | +9.5% | +8.3% |
| 30D | +4.8% | -15.1% | +19.9% | +14.5% |
| 3M | -1.6% | +6.1% | -7.7% | -5.8% |
| 6M | -7.5% | -16.8% | +9.3% | +1.1% |
| YTD | -6.4% | -3.5% | -2.9% | -7.6% |
| 1Y | -17.3% | -3.5% | -13.9% | -19.0% |
| 3Y | +109.9% | +9.5% | +100.5% | +73.4% |
| All | +62.8% | +45.6% | +17.2% | +5.9% |
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