+309.7%
XYZ vs IR
+334.2%
-24.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | -2.1% | +4.3% | -6.4% | -4.6% |
| 30D | +7.0% | +8.1% | -1.1% | +1.7% |
| 3M | +5.1% | +0.7% | +4.4% | +4.0% |
| 6M | +14.1% | +16.6% | -2.6% | +2.3% |
| YTD | +26.4% | +7.8% | +18.6% | +17.1% |
| 1Y | +25.1% | +9.9% | +15.2% | +14.2% |
| 3Y | +59.7% | +25.2% | +34.5% | +33.4% |
| 5Y | -63.8% | +46.8% | -110.6% | -72.2% |
| All | +309.7% | +334.2% | -24.5% | +106.1% |
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