+14.5%
NET vs IR
+11.7%
+2.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.5% |
| 7D | -16.4% | +11.6% | -27.9% | -17.0% |
| 30D | -25.8% | +7.2% | -33.0% | -26.1% |
| 3M | -11.5% | -5.9% | -5.7% | -11.2% |
| 6M | +18.9% | +11.5% | +7.5% | +17.9% |
| YTD | +35.2% | +6.3% | +28.9% | +34.6% |
| 1Y | +14.5% | +9.1% | +5.4% | +13.5% |
| All | +14.5% | +11.7% | +2.7% | +13.5% |
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