+114.8%
ALL vs IT
-44.6%
+159.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.4% | +5.1% | -1.3% |
| 7D | -1.7% | -9.1% | +7.4% | -0.4% |
| 30D | -4.7% | -7.0% | +2.3% | -3.8% |
| 3M | +18.4% | +7.6% | +10.7% | +16.2% |
| 6M | +20.5% | +2.1% | +18.4% | +18.7% |
| YTD | +23.5% | -31.6% | +55.1% | +29.3% |
| 1Y | +29.0% | -29.9% | +58.9% | +33.9% |
| 3Y | +153.7% | -51.3% | +205.0% | +177.9% |
| 5Y | +114.8% | -44.8% | +159.6% | +119.7% |
| All | +114.8% | -44.6% | +159.4% | +119.7% |
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