-78.0%
SE vs IR
+46.0%
-124.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.5% | +2.5% | -3.0% | -2.1% |
| 30D | -20.9% | +9.2% | -30.1% | -25.5% |
| 3M | -38.9% | +0.9% | -39.8% | -39.6% |
| 6M | -19.4% | +19.2% | -38.7% | -30.3% |
| YTD | -40.9% | +7.5% | -48.4% | -46.7% |
| 1Y | -46.2% | +11.7% | -57.9% | -53.3% |
| 3Y | +63.7% | +23.9% | +39.8% | +12.5% |
| All | -78.0% | +46.0% | -124.0% | -88.3% |
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