+264.0%
SPOT vs IR
+180.7%
+83.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.5% |
| 7D | -0.9% | -2.8% | +1.9% | -0.1% |
| 30D | +12.5% | -15.1% | +27.6% | +18.0% |
| 3M | +9.9% | +6.1% | +3.8% | +6.9% |
| 6M | +1.6% | -16.8% | +18.4% | +6.2% |
| YTD | -6.6% | -3.5% | -3.1% | -7.6% |
| 1Y | -22.9% | -3.5% | -19.4% | -24.1% |
| 3Y | +244.3% | +9.5% | +234.8% | +216.9% |
| 5Y | +117.8% | +45.1% | +72.7% | +80.8% |
| All | +264.0% | +180.7% | +83.3% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling