+312.2%
XYZ vs IR
+288.5%
+23.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.5% |
| 7D | -1.0% | -2.8% | +1.9% | +0.8% |
| 30D | -1.7% | -15.1% | +13.4% | +8.7% |
| 3M | +16.7% | +6.1% | +10.7% | +11.7% |
| 6M | +26.9% | -16.8% | +43.7% | +40.1% |
| YTD | +27.1% | -3.5% | +30.7% | +26.9% |
| 1Y | +9.3% | -3.5% | +12.7% | +8.6% |
| 3Y | +42.3% | +9.5% | +32.8% | +29.7% |
| 5Y | -69.3% | +45.1% | -114.4% | -75.7% |
| All | +312.2% | +288.5% | +23.6% | +123.4% |
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