+692.0%
TER vs IR
+332.9%
+359.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +8.9% |
| 7D | +5.9% | +1.1% | +4.8% | +5.7% |
| 30D | -30.8% | +7.6% | -38.3% | -33.6% |
| 3M | -29.9% | +0.1% | -30.0% | -30.0% |
| 6M | -27.5% | +14.0% | -41.4% | -33.1% |
| YTD | +37.5% | +7.5% | +30.0% | +32.9% |
| 1Y | +50.3% | +10.1% | +40.1% | +43.1% |
| 3Y | +204.9% | +24.9% | +180.0% | +173.6% |
| 5Y | +89.2% | +46.9% | +42.3% | +55.1% |
| All | +692.0% | +332.9% | +359.1% | +341.1% |
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