-24.8%
U vs IR
+135.8%
-160.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -3.4% |
| 7D | +32.3% | +5.0% | +27.3% | +27.4% |
| 30D | +9.7% | +10.3% | -0.6% | +1.7% |
| 3M | +19.6% | -0.1% | +19.7% | +18.7% |
| 6M | +82.6% | +14.8% | +67.9% | +61.5% |
| YTD | +16.4% | +9.7% | +6.7% | +2.7% |
| 1Y | +28.5% | +12.2% | +16.3% | +10.8% |
| 3Y | +103.8% | +30.0% | +73.8% | +52.4% |
| 5Y | -70.0% | +46.8% | -116.9% | -81.7% |
| All | -24.8% | +135.8% | -160.6% | -54.2% |
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