-7.4%
T vs IR
+10.3%
-17.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +2.6% | +1.5% | +1.0% | +2.6% |
| 30D | -1.1% | +9.0% | -10.1% | -1.2% |
| 3M | -7.7% | -0.9% | -6.9% | -7.5% |
| 6M | -10.6% | +13.4% | -24.0% | -10.6% |
| YTD | -7.5% | +8.5% | -15.9% | -9.0% |
| 1Y | -7.4% | +11.3% | -18.7% | -10.2% |
| All | -7.4% | +10.3% | -17.7% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling