+5.1%
W vs IR
+10.2%
-5.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.2% | +2.5% | -2.4% | -1.4% |
| 30D | +6.8% | +9.2% | -2.3% | +0.5% |
| 3M | +10.7% | +0.9% | +9.7% | +10.0% |
| 6M | +86.3% | +19.2% | +67.1% | +66.4% |
| YTD | +11.5% | +7.5% | +4.0% | 0.0% |
| 1Y | +5.1% | +11.7% | -6.6% | -10.8% |
| All | +5.1% | +10.2% | -5.1% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling