+54.6%
TER vs IR
+44.3%
+10.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.4% |
| 7D | -20.5% | +3.7% | -24.1% | -22.7% |
| 30D | -47.0% | +7.4% | -54.5% | -50.1% |
| 3M | -43.3% | -5.9% | -37.4% | -40.5% |
| 6M | -42.9% | +5.6% | -48.5% | -46.1% |
| YTD | +12.9% | +4.8% | +8.0% | +8.4% |
| 1Y | +18.2% | +6.9% | +11.2% | +11.4% |
| 3Y | +151.8% | +27.6% | +124.2% | +100.1% |
| All | +54.6% | +44.3% | +10.2% | +10.5% |
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