+430.2%
NOW vs IR
+342.0%
+88.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.7% |
| 7D | -3.1% | +5.0% | -8.1% | -4.6% |
| 30D | -27.0% | +10.3% | -37.4% | -30.0% |
| 3M | -17.7% | -0.1% | -17.6% | -18.4% |
| 6M | +12.7% | +14.8% | -2.1% | +5.5% |
| YTD | -32.9% | +9.7% | -42.7% | -37.7% |
| 1Y | -40.4% | +12.2% | -52.6% | -45.2% |
| 3Y | -17.1% | +30.0% | -47.1% | -29.3% |
| 5Y | -25.7% | +46.8% | -72.5% | -40.5% |
| All | +430.2% | +342.0% | +88.2% | +225.0% |
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