+32.8%
NET vs IR
-1.2%
+34.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -7.0% | -2.8% | -4.2% | -6.7% |
| 30D | -4.8% | -15.1% | +10.3% | -3.7% |
| 3M | +3.8% | +6.1% | -2.2% | +3.2% |
| 6M | +50.0% | -16.8% | +66.9% | +48.7% |
| YTD | +41.5% | -3.5% | +45.0% | +41.6% |
| 1Y | +32.8% | -3.5% | +36.3% | +34.1% |
| All | +32.8% | -1.2% | +34.1% | +34.1% |
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 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