+44.3%
AR vs IT
+88.4%
-44.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -1.2% | -9.1% | +7.9% | +1.4% |
| 30D | +5.5% | -12.2% | +17.7% | +9.0% |
| 3M | +12.9% | +7.8% | +5.1% | +8.0% |
| 6M | +0.1% | +2.0% | -1.9% | -3.5% |
| YTD | +13.5% | -32.7% | +46.3% | +24.0% |
| 1Y | +21.6% | -31.1% | +52.7% | +30.5% |
| 3Y | +46.0% | -52.1% | +98.1% | +72.3% |
| 5Y | +143.7% | -46.3% | +190.0% | +168.0% |
| 10Y | +44.3% | +91.4% | -47.0% | -0.5% |
| All | +44.3% | +88.4% | -44.1% | -0.5% |
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 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