+85.4%
W vs IR
+336.9%
-251.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.8% |
| 7D | +1.1% | +1.5% | -0.5% | -0.1% |
| 30D | +6.4% | +9.0% | -2.6% | -1.2% |
| 3M | +9.0% | -0.9% | +9.8% | +8.9% |
| 6M | +69.8% | +13.4% | +56.4% | +52.8% |
| YTD | +12.1% | +8.5% | +3.6% | +2.0% |
| 1Y | 0.0% | +11.3% | -11.2% | -10.9% |
| 3Y | +160.3% | +26.0% | +134.3% | +117.3% |
| 5Y | -53.3% | +47.9% | -101.2% | -64.2% |
| All | +85.4% | +336.9% | -251.4% | -24.9% |
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