+222.7%
B vs IT
+93.0%
+129.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -1.7% |
| 7D | -2.7% | -6.8% | +4.2% | -2.2% |
| 30D | -4.3% | -0.6% | -3.8% | -4.4% |
| 3M | -2.3% | +3.1% | -5.4% | -2.7% |
| 6M | -16.2% | +25.5% | -41.7% | -18.0% |
| YTD | -8.8% | -23.5% | +14.7% | -7.2% |
| 1Y | +11.4% | -16.6% | +28.0% | +12.3% |
| 3Y | +174.3% | -53.1% | +227.4% | +191.9% |
| 5Y | +116.2% | -41.4% | +157.6% | +123.3% |
| 10Y | +222.7% | +90.9% | +131.8% | +219.3% |
| All | +222.7% | +93.0% | +129.7% | +219.3% |
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