+108.3%
V vs IR
+46.0%
+62.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.1% |
| 30D | +9.0% | +9.2% | -0.2% | +5.7% |
| 3M | +16.7% | +0.9% | +15.8% | +16.0% |
| 6M | +33.4% | +19.2% | +14.2% | +24.9% |
| YTD | +22.4% | +7.5% | +14.9% | +16.8% |
| 1Y | +27.7% | +11.7% | +15.9% | +20.0% |
| 3Y | +78.0% | +23.9% | +54.1% | +51.7% |
| All | +108.3% | +46.0% | +62.3% | +58.1% |
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