+165.8%
PM vs IR
+44.3%
+121.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | -5.2% | +3.7% | -8.9% | -5.5% |
| 30D | +2.7% | +7.4% | -4.8% | +2.0% |
| 3M | +5.2% | -5.9% | +11.2% | +5.7% |
| 6M | +17.0% | +5.6% | +11.4% | +16.3% |
| YTD | +25.5% | +4.8% | +20.7% | +24.5% |
| 1Y | +35.5% | +6.9% | +28.6% | +34.1% |
| 3Y | +143.9% | +27.6% | +116.4% | +122.2% |
| All | +165.8% | +44.3% | +121.5% | +121.1% |
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