+313.9%
META vs IR
+288.5%
+25.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +6.7% | -2.8% | +9.5% | +7.9% |
| 30D | +4.8% | -15.1% | +19.9% | +11.5% |
| 3M | -1.6% | +6.1% | -7.7% | -4.4% |
| 6M | -7.5% | -16.8% | +9.3% | -1.6% |
| YTD | -6.4% | -3.5% | -2.9% | -6.7% |
| 1Y | -17.3% | -3.5% | -13.9% | -17.9% |
| 3Y | +109.9% | +9.5% | +100.5% | +94.5% |
| 5Y | +65.4% | +45.1% | +20.3% | +37.3% |
| All | +313.9% | +288.5% | +25.4% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling