+270.6%
SPY vs IR
+282.2%
-11.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -0.9% | -13.6% | +12.7% | +4.0% |
| 3M | +3.9% | +3.7% | +0.2% | +2.1% |
| 6M | +14.5% | -13.1% | +27.6% | +18.9% |
| YTD | +12.9% | -5.1% | +18.0% | +13.2% |
| 1Y | +19.4% | -6.5% | +25.8% | +19.9% |
| 3Y | +78.5% | +8.5% | +70.0% | +66.8% |
| 5Y | +81.8% | +43.3% | +38.4% | +52.2% |
| All | +270.6% | +282.2% | -11.6% | +136.9% |
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