+385.4%
V vs IR
+334.2%
+51.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.4% | +4.3% | -4.6% | -1.8% |
| 30D | +6.3% | +8.1% | -1.8% | +3.4% |
| 3M | +17.2% | +0.7% | +16.5% | +16.5% |
| 6M | +29.2% | +16.6% | +12.6% | +21.7% |
| YTD | +20.8% | +7.8% | +13.0% | +15.3% |
| 1Y | +25.0% | +9.9% | +15.1% | +18.4% |
| 3Y | +75.3% | +25.2% | +50.1% | +53.9% |
| 5Y | +105.8% | +46.8% | +59.1% | +67.0% |
| All | +385.4% | +334.2% | +51.2% | +186.5% |
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 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