+169.9%
W vs IR
+25.5%
+144.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.8% |
| 7D | -1.7% | +4.2% | -5.9% | -5.4% |
| 30D | +3.2% | +8.1% | -4.8% | -4.6% |
| 3M | +8.3% | +0.7% | +7.6% | +6.8% |
| 6M | +84.3% | +16.6% | +67.7% | +57.8% |
| YTD | +11.0% | +7.8% | +3.3% | -2.1% |
| 1Y | -0.2% | +9.9% | -10.1% | -14.2% |
| All | +169.9% | +25.5% | +144.4% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling