+69.7%
XYZ vs IR
+25.6%
+44.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.5% |
| 7D | +9.2% | +2.3% | +6.9% | +7.7% |
| 30D | +9.8% | +3.3% | +6.5% | +7.3% |
| 3M | -0.2% | -9.0% | +8.8% | +5.2% |
| 6M | +18.0% | +8.0% | +9.9% | +10.7% |
| YTD | +29.1% | +3.4% | +25.7% | +22.0% |
| 1Y | +14.1% | +4.5% | +9.6% | +6.8% |
| All | +69.7% | +25.6% | +44.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling