+3,189.9%
ALL vs IT
+6,259.0%
-3,069.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.9% | -18.8% | +14.9% | -0.2% |
| 30D | +10.6% | -0.1% | +10.7% | +10.4% |
| 3M | -4.6% | +2.9% | -7.5% | -5.6% |
| 6M | +20.2% | +20.4% | -0.2% | +14.1% |
| YTD | +23.7% | -24.3% | +48.0% | +26.8% |
| 1Y | +27.9% | -17.2% | +45.0% | +28.8% |
| 3Y | +109.2% | -52.4% | +161.6% | +129.8% |
| 5Y | +148.0% | -43.7% | +191.7% | +159.7% |
| 10Y | +363.8% | +90.3% | +273.5% | +275.8% |
| All | +3,189.9% | +6,259.0% | -3,069.1% | +1,723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling