+207.8%
TER vs IR
+25.6%
+182.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +24.0% | +4.3% | +19.7% | +19.9% |
| 30D | -30.6% | +8.1% | -38.7% | -34.9% |
| 3M | -34.5% | +0.7% | -35.2% | -34.8% |
| 6M | -26.4% | +16.6% | -43.0% | -36.4% |
| YTD | +36.4% | +7.8% | +28.6% | +27.9% |
| 1Y | +47.4% | +9.9% | +37.5% | +35.8% |
| All | +207.8% | +25.6% | +182.2% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling