-68.4%
U vs IR
+44.3%
-112.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.4% |
| 7D | +36.6% | +3.7% | +32.9% | +32.1% |
| 30D | +13.3% | +7.4% | +5.9% | +5.9% |
| 3M | +26.2% | -5.9% | +32.1% | +31.5% |
| 6M | +88.7% | +5.6% | +83.2% | +74.5% |
| YTD | +16.6% | +4.8% | +11.7% | +3.2% |
| 1Y | +29.0% | +6.9% | +22.0% | +11.2% |
| 3Y | +99.5% | +27.6% | +71.9% | +28.6% |
| All | -68.4% | +44.3% | -112.8% | -83.5% |
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