+43.2%
TER vs IR
+11.7%
+31.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.4% |
| 7D | -19.9% | +11.6% | -31.4% | -27.8% |
| 30D | -43.5% | +7.2% | -50.7% | -46.9% |
| 3M | -37.8% | -5.9% | -31.9% | -34.2% |
| 6M | -25.6% | +11.5% | -37.0% | -34.4% |
| YTD | +29.8% | +6.3% | +23.5% | +22.8% |
| 1Y | +43.2% | +9.1% | +34.1% | +34.0% |
| All | +43.2% | +11.7% | +31.4% | +34.0% |
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 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