+263.7%
SPY vs IR
+336.9%
-73.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -0.6% | +1.5% | -2.1% | -1.1% |
| 30D | -3.7% | +9.0% | -12.7% | -6.6% |
| 3M | -2.7% | -0.9% | -1.9% | -2.8% |
| 6M | +2.2% | +13.4% | -11.2% | -2.8% |
| YTD | +10.8% | +8.5% | +2.4% | +6.0% |
| 1Y | +11.2% | +11.3% | 0.0% | +5.3% |
| 3Y | +76.5% | +26.0% | +50.5% | +56.8% |
| 5Y | +72.9% | +47.9% | +25.1% | +42.7% |
| All | +263.7% | +336.9% | -73.1% | +121.8% |
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