+47.9%
T vs IR
+334.2%
-286.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.6% | +4.3% | -2.6% | +0.9% |
| 30D | -2.9% | +8.1% | -11.0% | -4.4% |
| 3M | -7.5% | +0.7% | -8.2% | -7.8% |
| 6M | -9.9% | +16.6% | -26.5% | -12.9% |
| YTD | -6.4% | +7.8% | -14.2% | -8.8% |
| 1Y | -9.4% | +9.9% | -19.3% | -12.1% |
| 3Y | +64.9% | +25.2% | +39.6% | +50.4% |
| 5Y | +57.0% | +46.8% | +10.2% | +34.9% |
| All | +47.9% | +334.2% | -286.3% | -4.0% |
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