+32.6%
XYZ vs IR
+11.6%
+21.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +1.9% |
| 7D | +14.9% | +5.0% | +9.9% | +12.9% |
| 30D | +14.7% | +10.3% | +4.3% | +10.5% |
| 3M | +12.1% | -0.1% | +12.2% | +12.1% |
| 6M | +18.3% | +14.8% | +3.6% | +11.6% |
| YTD | +36.1% | +9.7% | +26.3% | +29.6% |
| All | +32.6% | +11.6% | +21.0% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling