+250.1%
SPOT vs IR
+168.7%
+81.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -6.9% | -3.1% | -3.8% | -6.0% |
| 30D | +4.1% | -14.0% | +18.1% | +8.9% |
| 3M | +3.7% | +3.7% | 0.0% | +1.6% |
| 6M | -1.6% | -15.4% | +13.8% | +2.3% |
| YTD | -10.2% | -7.7% | -2.5% | -10.0% |
| 1Y | -25.9% | -8.8% | -17.1% | -25.7% |
| 3Y | +235.6% | +5.6% | +230.0% | +212.2% |
| 5Y | +110.6% | +34.3% | +76.3% | +78.4% |
| All | +250.1% | +168.7% | +81.4% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling