+83.9%
TER vs IR
+46.6%
+37.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +24.0% | +4.3% | +19.7% | +20.0% |
| 30D | -30.6% | +8.1% | -38.7% | -34.9% |
| 3M | -34.5% | +0.7% | -35.2% | -34.9% |
| 6M | -26.4% | +16.6% | -43.0% | -36.1% |
| YTD | +36.4% | +7.8% | +28.6% | +28.2% |
| 1Y | +47.4% | +9.9% | +37.5% | +36.1% |
| 3Y | +202.6% | +25.2% | +177.3% | +144.4% |
| 5Y | +83.9% | +46.8% | +37.1% | +29.5% |
| All | +83.9% | +46.6% | +37.3% | +29.5% |
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