+84.4%
W vs IR
+332.9%
-248.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.2% | +2.5% | -2.4% | -1.8% |
| 30D | +6.8% | +9.2% | -2.3% | -1.0% |
| 3M | +10.7% | +0.9% | +9.7% | +8.9% |
| 6M | +86.3% | +19.2% | +67.1% | +60.8% |
| YTD | +11.5% | +7.5% | +4.0% | +2.2% |
| 1Y | +5.1% | +11.7% | -6.6% | -6.8% |
| 3Y | +171.0% | +23.9% | +147.1% | +129.3% |
| 5Y | -56.6% | +46.4% | -103.0% | -66.5% |
| All | +84.4% | +332.9% | -248.4% | -24.8% |
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