+325.7%
XYZ vs IR
+322.3%
+3.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | +12.1% | +3.7% | +8.5% | +9.6% |
| 30D | +12.4% | +7.4% | +4.9% | +7.1% |
| 3M | +8.2% | -5.9% | +14.1% | +11.5% |
| 6M | +20.7% | +5.6% | +15.1% | +15.0% |
| YTD | +31.3% | +4.8% | +26.5% | +23.8% |
| 1Y | +20.5% | +6.9% | +13.6% | +11.9% |
| 3Y | +72.6% | +27.6% | +45.1% | +42.4% |
| 5Y | -64.0% | +45.8% | -109.8% | -72.1% |
| All | +325.7% | +322.3% | +3.4% | +117.8% |
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