Advanced Analytics
Deep dive into portfolio performance, risk, and asset correlations
Time-Weighted Return
+14.2%
vs S&P 500
+2.4% Alpha
Money-Weighted Return
+12.8%
Internal Rate
11.4% IRR
Sharpe Ratio
1.85
Excellent
Sortino Ratio
1.42
Max Drawdown
-8.2%
Beta (vs SPY)
1.12
Performance vs Benchmark
Cumulative return percentage
Asset Allocation
Current portfolio distribution
Technology
42.3%
Healthcare
18.7%
Finance
15.2%
Energy
12.1%
Consumer
11.7%
Asset Correlation Matrix
Understand diversification (1.0 = moves exactly together)
Negative
Positive
Volatility by Sector
30-day annualized volatility
AI Risk Insight
Your portfolio volatility is primarily driven by Technology (42%). Adding exposure to Utilities or Consumer Staples could improve your Sharpe ratio.
Historical Monthly Returns
Portfolio performance by month
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
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