+318.5%
XYZ vs IR
+316.5%
+2.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.4% |
| 7D | +9.2% | +2.3% | +6.9% | +7.6% |
| 30D | +9.8% | +3.3% | +6.5% | +7.2% |
| 3M | -0.2% | -9.0% | +8.8% | +5.1% |
| 6M | +18.0% | +8.0% | +9.9% | +10.7% |
| YTD | +29.1% | +3.4% | +25.7% | +22.7% |
| 1Y | +14.1% | +4.5% | +9.6% | +7.5% |
| 3Y | +72.6% | +25.6% | +47.0% | +43.8% |
| 5Y | -64.6% | +43.8% | -108.4% | -72.4% |
| All | +318.5% | +316.5% | +2.1% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling