+148.0%
ALL vs IT
-42.9%
+190.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.9% | -18.8% | +14.9% | -0.8% |
| 30D | +10.6% | -0.1% | +10.7% | +10.5% |
| 3M | -4.6% | +2.9% | -7.5% | -5.3% |
| 6M | +20.2% | +20.4% | -0.2% | +15.5% |
| YTD | +23.7% | -24.3% | +48.0% | +27.4% |
| 1Y | +27.9% | -17.2% | +45.0% | +29.6% |
| 3Y | +109.2% | -52.4% | +161.6% | +132.9% |
| 5Y | +148.0% | -43.7% | +191.7% | +158.5% |
| All | +148.0% | -42.9% | +190.9% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling