+117.4%
PM vs IR
+45.6%
+71.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -4.9% | -2.8% | -2.1% | -4.6% |
| 30D | -3.4% | -15.1% | +11.7% | -1.9% |
| 3M | +5.2% | +6.1% | -0.9% | +4.5% |
| 6M | +3.7% | -16.8% | +20.5% | +5.5% |
| YTD | +15.8% | -3.5% | +19.3% | +15.7% |
| 1Y | +17.4% | -3.5% | +20.9% | +17.2% |
| 3Y | +116.9% | +9.5% | +107.4% | +101.8% |
| All | +117.4% | +45.6% | +71.8% | +73.4% |
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