-55.9%
W vs IR
+46.0%
-101.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | +0.2% | +2.5% | -2.4% | -2.6% |
| 30D | +6.8% | +9.2% | -2.3% | -4.0% |
| 3M | +10.7% | +0.9% | +9.7% | +8.0% |
| 6M | +86.3% | +19.2% | +67.1% | +50.4% |
| YTD | +11.5% | +7.5% | +4.0% | -3.9% |
| 1Y | +5.1% | +11.7% | -6.6% | -14.1% |
| 3Y | +171.0% | +23.9% | +147.1% | +84.8% |
| All | -55.9% | +46.0% | -101.9% | -78.8% |
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 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