+364.8%
ALL vs IT
+88.4%
+276.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -2.2% | -9.1% | +6.9% | 0.0% |
| 30D | -5.6% | -12.2% | +6.6% | -2.8% |
| 3M | +17.2% | +7.8% | +9.4% | +13.6% |
| 6M | +23.2% | +2.0% | +21.3% | +20.1% |
| YTD | +23.6% | -32.7% | +56.3% | +33.2% |
| 1Y | +29.2% | -31.1% | +60.3% | +37.4% |
| 3Y | +153.8% | -52.1% | +205.9% | +189.7% |
| 5Y | +116.1% | -46.3% | +162.4% | +130.2% |
| 10Y | +364.8% | +91.4% | +273.5% | +204.4% |
| All | +364.8% | +88.4% | +276.4% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling