-54.2%
W vs IR
+44.3%
-98.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -3.0% |
| 7D | -3.6% | +3.7% | -7.3% | -7.6% |
| 30D | +7.0% | +7.4% | -0.5% | -2.1% |
| 3M | +7.4% | -5.9% | +13.3% | +13.5% |
| 6M | +69.3% | +5.6% | +63.7% | +56.9% |
| YTD | +11.3% | +4.8% | +6.4% | -1.3% |
| 1Y | +13.2% | +6.9% | +6.3% | -2.5% |
| 3Y | +142.0% | +27.6% | +114.5% | +57.1% |
| All | -54.2% | +44.3% | -98.6% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling