+332.3%
V vs IR
+288.5%
+43.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.4% |
| 7D | -1.7% | -2.8% | +1.1% | -0.8% |
| 30D | +2.0% | -15.1% | +17.1% | +7.6% |
| 3M | +17.4% | +6.1% | +11.3% | +14.5% |
| 6M | +17.5% | -16.8% | +34.3% | +23.6% |
| YTD | +7.6% | -3.5% | +11.1% | +6.9% |
| 1Y | +7.7% | -3.5% | +11.2% | +6.7% |
| 3Y | +54.7% | +9.5% | +45.2% | +42.3% |
| 5Y | +73.0% | +45.1% | +28.0% | +41.0% |
| All | +332.3% | +288.5% | +43.8% | +165.6% |
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