+387.6%
V vs IR
+336.9%
+50.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.6% | +1.5% | -0.9% | +0.1% |
| 30D | +9.7% | +9.0% | +0.7% | +6.4% |
| 3M | +17.3% | -0.9% | +18.2% | +17.2% |
| 6M | +33.2% | +13.4% | +19.8% | +26.6% |
| YTD | +21.3% | +8.5% | +12.9% | +15.6% |
| 1Y | +27.3% | +11.3% | +16.1% | +20.2% |
| 3Y | +76.1% | +26.0% | +50.1% | +54.3% |
| 5Y | +103.5% | +47.9% | +55.6% | +64.7% |
| All | +387.6% | +336.9% | +50.7% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling