+341.0%
XYZ vs IR
+342.0%
-1.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +0.8% |
| 7D | +14.9% | +5.0% | +9.9% | +11.5% |
| 30D | +14.7% | +10.3% | +4.3% | +7.6% |
| 3M | +12.1% | -0.1% | +12.2% | +11.4% |
| 6M | +18.3% | +14.8% | +3.6% | +7.2% |
| YTD | +36.1% | +9.7% | +26.3% | +24.7% |
| 1Y | +35.3% | +12.2% | +23.1% | +22.0% |
| 3Y | +73.5% | +30.0% | +43.5% | +41.6% |
| 5Y | -61.6% | +46.8% | -108.4% | -70.6% |
| All | +341.0% | +342.0% | -1.0% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling