+63.7%
SE vs IR
+25.2%
+38.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.5% | +2.5% | -3.0% | -1.4% |
| 30D | -20.9% | +9.2% | -30.1% | -23.4% |
| 3M | -38.9% | +0.9% | -39.8% | -39.2% |
| 6M | -19.4% | +19.2% | -38.7% | -25.6% |
| YTD | -40.9% | +7.5% | -48.4% | -44.0% |
| 1Y | -46.2% | +11.7% | -57.9% | -50.1% |
| 3Y | +63.7% | +23.9% | +39.8% | +81.3% |
| All | +63.7% | +25.2% | +38.5% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling