-39.0%
U vs IR
+107.2%
-146.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.9% |
| 7D | -3.8% | -2.8% | -1.0% | -1.8% |
| 30D | +17.5% | -15.1% | +32.6% | +31.6% |
| 3M | +38.7% | +6.1% | +32.7% | +30.6% |
| 6M | +104.4% | -16.8% | +121.2% | +126.9% |
| YTD | -5.7% | -3.5% | -2.1% | -8.1% |
| 1Y | +3.7% | -3.5% | +7.2% | +0.4% |
| 3Y | +12.3% | +9.5% | +2.8% | -4.1% |
| 5Y | -68.8% | +45.1% | -113.9% | -79.0% |
| All | -39.0% | +107.2% | -146.3% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling