+9.7%
O vs IR
+10.2%
-0.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | +7.1% | +9.2% | -2.0% | +6.1% |
| 3M | -5.2% | +0.9% | -6.2% | -5.4% |
| 6M | -1.8% | +19.2% | -21.0% | -3.9% |
| YTD | +9.1% | +7.5% | +1.6% | +7.7% |
| 1Y | +9.7% | +11.7% | -2.1% | +8.2% |
| All | +9.7% | +10.2% | -0.6% | +8.2% |
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