-68.0%
U vs IR
+46.5%
-114.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +4.0% |
| 7D | +4.5% | +0.6% | +3.8% | +3.8% |
| 30D | -0.6% | -13.6% | +13.0% | +12.5% |
| 3M | +48.4% | +3.7% | +44.8% | +40.4% |
| 6M | +115.4% | -13.1% | +128.4% | +132.7% |
| YTD | -3.2% | -5.1% | +1.9% | -5.9% |
| 1Y | -6.0% | -6.5% | +0.4% | -8.2% |
| 3Y | +13.5% | +8.5% | +4.9% | -13.2% |
| 5Y | -68.0% | +43.3% | -111.3% | -82.7% |
| All | -68.0% | +46.5% | -114.5% | -82.7% |
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