-7.2%
T vs IR
-7.1%
-0.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -1.5% | +0.6% | -2.2% | -1.5% |
| 30D | +7.6% | -13.6% | +21.2% | +7.8% |
| 3M | +15.3% | +3.7% | +11.6% | +15.4% |
| 6M | -8.5% | -13.1% | +4.6% | -8.1% |
| YTD | +6.8% | -5.1% | +11.9% | +6.4% |
| 1Y | -7.2% | -6.5% | -0.8% | -8.9% |
| All | -7.2% | -7.1% | -0.1% | -8.9% |
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 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