+193.4%
B vs IT
+89.8%
+103.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +6.0% | -0.9% |
| 7D | +2.3% | -9.1% | +11.4% | +3.0% |
| 30D | +1.4% | -7.0% | +8.4% | +1.8% |
| 3M | +12.2% | +7.6% | +4.6% | +11.3% |
| 6M | -2.1% | +2.1% | -4.2% | -2.7% |
| YTD | +2.9% | -31.6% | +34.5% | +5.8% |
| 1Y | +55.3% | -29.9% | +85.2% | +58.8% |
| 3Y | +198.7% | -51.3% | +250.0% | +216.0% |
| 5Y | +153.8% | -44.8% | +198.6% | +163.5% |
| 10Y | +193.4% | +91.4% | +102.0% | +183.6% |
| All | +193.4% | +89.8% | +103.6% | +183.6% |
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 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