+19.2%
U vs IR
+11.6%
+7.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.8% |
| 7D | +32.3% | +5.0% | +27.3% | +31.1% |
| 30D | +9.7% | +10.3% | -0.6% | +7.8% |
| 3M | +19.6% | -0.1% | +19.7% | +18.9% |
| 6M | +82.6% | +14.8% | +67.9% | +76.4% |
| YTD | +16.4% | +9.7% | +6.7% | +12.6% |
| All | +19.2% | +11.6% | +7.7% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling