+426.2%
NOW vs IR
+322.3%
+103.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -3.0% | +3.7% | -6.7% | -4.1% |
| 30D | -26.0% | +7.4% | -33.5% | -28.4% |
| 3M | -13.1% | -5.9% | -7.2% | -12.1% |
| 6M | +14.5% | +5.6% | +8.9% | +10.3% |
| YTD | -33.4% | +4.8% | -38.3% | -37.2% |
| 1Y | -40.6% | +6.9% | -47.6% | -44.5% |
| 3Y | -16.3% | +27.6% | -43.9% | -28.3% |
| 5Y | -26.3% | +45.8% | -72.1% | -40.7% |
| All | +426.2% | +322.3% | +103.9% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling