+63.9%
W vs IR
+288.5%
-224.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +1.5% |
| 7D | -4.2% | -2.8% | -1.3% | -1.8% |
| 30D | -7.6% | -15.1% | +7.6% | +5.8% |
| 3M | +37.2% | +6.1% | +31.1% | +31.0% |
| 6M | +26.3% | -16.8% | +43.1% | +46.1% |
| YTD | -1.0% | -3.5% | +2.6% | +0.1% |
| 1Y | +20.1% | -3.5% | +23.6% | +20.6% |
| 3Y | +37.8% | +9.5% | +28.3% | +29.6% |
| 5Y | -63.7% | +45.1% | -108.7% | -70.8% |
| All | +63.9% | +288.5% | -224.7% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling