-22.7%
U vs IR
+130.9%
-153.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.4% |
| 7D | +2.6% | +2.5% | 0.0% | +0.7% |
| 30D | +27.6% | +9.2% | +18.4% | +19.0% |
| 3M | +15.3% | +0.9% | +14.4% | +13.6% |
| 6M | +96.4% | +19.2% | +77.2% | +68.6% |
| YTD | +19.6% | +7.5% | +12.1% | +7.0% |
| 1Y | +42.1% | +11.7% | +30.4% | +22.6% |
| 3Y | +87.5% | +23.9% | +63.6% | +45.4% |
| 5Y | -73.1% | +46.4% | -119.5% | -83.4% |
| All | -22.7% | +130.9% | -153.7% | -52.2% |
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