+120.2%
SPOT vs IR
+46.1%
+74.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -3.0% | +1.1% | -4.0% | -3.4% |
| 30D | +15.2% | +7.6% | +7.6% | +11.5% |
| 3M | +21.6% | +0.1% | +21.5% | +20.9% |
| 6M | +45.2% | +14.0% | +31.2% | +34.8% |
| YTD | +4.9% | +7.5% | -2.6% | -2.3% |
| 1Y | -4.8% | +10.1% | -14.9% | -12.8% |
| 3Y | +256.3% | +24.9% | +231.4% | +173.5% |
| 5Y | +120.2% | +46.9% | +73.3% | +38.6% |
| All | +120.2% | +46.1% | +74.1% | +38.6% |
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