+10.7%
O vs IR
+44.3%
-33.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | +3.7% | +3.7% | 0.0% | +3.1% |
| 30D | +11.2% | +7.4% | +3.7% | +9.8% |
| 3M | -4.0% | -5.9% | +1.9% | -3.2% |
| 6M | -5.2% | +5.6% | -10.8% | -6.5% |
| YTD | +9.5% | +4.8% | +4.6% | +7.6% |
| 1Y | +10.6% | +6.9% | +3.7% | +8.3% |
| 3Y | +38.1% | +27.6% | +10.6% | +23.6% |
| All | +10.7% | +44.3% | -33.7% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling