+327.1%
NET vs IR
+9.5%
+317.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.6% |
| 7D | -7.0% | -2.8% | -4.2% | -5.7% |
| 30D | -4.8% | -15.1% | +10.3% | +2.8% |
| 3M | +3.8% | +6.1% | -2.2% | -0.1% |
| 6M | +50.0% | -16.8% | +66.9% | +62.1% |
| YTD | +41.5% | -3.5% | +45.0% | +38.1% |
| 1Y | +32.8% | -3.5% | +36.3% | +28.6% |
| All | +327.1% | +9.5% | +317.6% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling