+67.6%
SPY vs IR
+44.3%
+23.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -2.7% | +3.7% | -6.4% | -4.0% |
| 30D | -5.4% | +7.4% | -12.8% | -8.1% |
| 3M | -4.1% | -5.9% | +1.8% | -2.2% |
| 6M | +0.7% | +5.6% | -4.9% | -2.3% |
| YTD | +8.7% | +4.8% | +3.8% | +4.3% |
| 1Y | +10.9% | +6.9% | +3.9% | +5.4% |
| 3Y | +75.0% | +27.6% | +47.4% | +46.4% |
| All | +67.6% | +44.3% | +23.3% | +25.5% |
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