+628.9%
NOW vs IR
+288.5%
+340.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.2% | -3.4% |
| 7D | -2.4% | -2.8% | +0.4% | -1.4% |
| 30D | +20.5% | -15.1% | +35.6% | +27.3% |
| 3M | +18.3% | +6.1% | +12.3% | +14.7% |
| 6M | +24.1% | -16.8% | +40.9% | +29.8% |
| YTD | -7.8% | -3.5% | -4.2% | -9.7% |
| 1Y | -21.4% | -3.5% | -17.9% | -23.4% |
| 3Y | +19.5% | +9.5% | +10.1% | +8.9% |
| 5Y | +4.1% | +45.1% | -41.0% | -15.1% |
| All | +628.9% | +288.5% | +340.4% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling