-40.6%
NOW vs IR
+5.9%
-46.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.1% |
| 7D | -3.0% | +3.7% | -6.7% | -1.7% |
| 30D | -26.0% | +7.4% | -33.5% | -23.1% |
| 3M | -13.1% | -5.9% | -7.2% | -12.7% |
| 6M | +14.5% | +5.6% | +8.9% | +18.7% |
| YTD | -33.4% | +4.8% | -38.3% | -32.2% |
| 1Y | -40.6% | +6.9% | -47.6% | -40.0% |
| All | -40.6% | +5.9% | -46.5% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling