+9.6%
U vs IR
+10.0%
-0.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.8% |
| 7D | -3.8% | -2.8% | -1.0% | -2.1% |
| 30D | +17.5% | -15.1% | +32.6% | +29.4% |
| 3M | +38.7% | +6.1% | +32.7% | +31.5% |
| 6M | +104.4% | -16.8% | +121.2% | +125.5% |
| YTD | -5.7% | -3.5% | -2.1% | -8.4% |
| 1Y | +3.7% | -3.5% | +7.2% | +0.1% |
| All | +9.6% | +10.0% | -0.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling