+597.0%
SE vs IR
+206.6%
+390.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -0.1% | -13.6% | +13.5% | +6.8% |
| 3M | +34.1% | +3.7% | +30.5% | +30.3% |
| 6M | +23.2% | -13.1% | +36.3% | +29.5% |
| YTD | -11.2% | -5.1% | -6.0% | -11.4% |
| 1Y | -40.5% | -6.5% | -34.1% | -40.6% |
| 3Y | +196.3% | +8.5% | +187.8% | +166.9% |
| 5Y | -67.0% | +43.3% | -110.3% | -73.7% |
| All | +597.0% | +206.6% | +390.4% | +294.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling