-62.3%
XYZ vs IR
+46.1%
-108.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.4% |
| 7D | +12.6% | +1.5% | +11.1% | +11.1% |
| 30D | +10.8% | +9.0% | +1.8% | +2.2% |
| 3M | +8.4% | -0.9% | +9.2% | +8.1% |
| 6M | +14.3% | +13.4% | +0.9% | -0.1% |
| YTD | +31.5% | +8.5% | +23.0% | +15.2% |
| 1Y | +28.1% | +11.3% | +16.9% | +8.8% |
| 3Y | +66.2% | +26.0% | +40.2% | +9.4% |
| 5Y | -62.3% | +47.9% | -110.2% | -80.9% |
| All | -62.3% | +46.1% | -108.4% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling