+67.7%
T vs IR
+45.6%
+22.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -1.3% | -2.8% | +1.6% | -1.1% |
| 30D | +11.4% | -15.1% | +26.5% | +12.7% |
| 3M | +14.3% | +6.1% | +8.2% | +13.7% |
| 6M | -9.3% | -16.8% | +7.6% | -8.1% |
| YTD | +7.1% | -3.5% | +10.6% | +6.9% |
| 1Y | -9.1% | -3.5% | -5.6% | -9.3% |
| 3Y | +105.3% | +9.5% | +95.9% | +94.2% |
| All | +67.7% | +45.6% | +22.0% | +38.5% |
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