+32.6%
NET vs IR
+48.4%
-15.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.2% |
| 7D | -16.4% | +11.6% | -27.9% | -23.3% |
| 30D | -25.8% | +7.2% | -33.0% | -30.0% |
| 3M | -11.5% | -5.9% | -5.7% | -8.2% |
| 6M | +18.9% | +11.5% | +7.5% | +6.8% |
| YTD | +35.2% | +6.3% | +28.9% | +19.5% |
| 1Y | +14.5% | +9.1% | +5.4% | -2.0% |
| 3Y | +313.8% | +29.2% | +284.7% | +160.3% |
| 5Y | +32.6% | +48.2% | -15.6% | -29.2% |
| All | +32.6% | +48.4% | -15.9% | -29.2% |
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