+272.6%
SPY vs IR
+288.5%
-15.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +0.1% | -2.8% | +2.9% | +1.0% |
| 30D | +0.1% | -15.1% | +15.2% | +5.6% |
| 3M | +2.0% | +6.1% | -4.1% | -0.5% |
| 6M | +13.0% | -16.8% | +29.8% | +19.1% |
| YTD | +13.5% | -3.5% | +17.1% | +13.2% |
| 1Y | +20.0% | -3.5% | +23.5% | +19.2% |
| 3Y | +77.2% | +9.5% | +67.7% | +65.1% |
| 5Y | +81.9% | +45.1% | +36.8% | +51.7% |
| All | +272.6% | +288.5% | -15.9% | +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 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