+427.6%
NOW vs IR
+332.9%
+94.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.3% | +2.5% | -2.2% | -0.6% |
| 30D | -27.0% | +9.2% | -36.1% | -29.6% |
| 3M | -19.6% | +0.9% | -20.6% | -20.7% |
| 6M | +17.5% | +19.2% | -1.8% | +8.4% |
| YTD | -33.3% | +7.5% | -40.7% | -37.6% |
| 1Y | -39.8% | +11.7% | -51.6% | -44.7% |
| 3Y | -19.9% | +23.9% | -43.8% | -30.6% |
| 5Y | -26.1% | +46.4% | -72.4% | -40.7% |
| All | +427.6% | +332.9% | +94.7% | +225.6% |
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