-68.9%
XYZ vs IR
+45.6%
-114.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.8% |
| 7D | -1.0% | -2.8% | +1.9% | +1.6% |
| 30D | -1.7% | -15.1% | +13.4% | +13.3% |
| 3M | +16.7% | +6.1% | +10.7% | +9.1% |
| 6M | +26.9% | -16.8% | +43.7% | +45.7% |
| YTD | +27.1% | -3.5% | +30.7% | +24.6% |
| 1Y | +9.3% | -3.5% | +12.7% | +5.9% |
| 3Y | +42.3% | +9.5% | +32.8% | +8.7% |
| All | -68.9% | +45.6% | -114.5% | -83.5% |
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 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