+28.9%
ALL vs IT
-15.3%
+44.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | -2.6% | -6.8% | +4.3% | -1.7% |
| 30D | +12.7% | -0.6% | +13.3% | +12.8% |
| 3M | +0.4% | +3.1% | -2.7% | -0.1% |
| 6M | +23.8% | +25.5% | -1.7% | +19.7% |
| YTD | +27.8% | -23.5% | +51.3% | +34.3% |
| 1Y | +28.9% | -16.6% | +45.5% | +31.0% |
| All | +28.9% | -15.3% | +44.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling