+165.5%
B vs IT
-53.3%
+218.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -7.3% | +1.1% | -8.4% | -7.3% |
| 30D | -3.3% | -1.8% | -1.5% | -3.4% |
| 3M | -7.8% | +4.8% | -12.6% | -7.9% |
| 6M | -15.5% | +33.0% | -48.6% | -16.1% |
| YTD | -12.3% | -23.8% | +11.6% | -9.4% |
| 1Y | +5.4% | -16.5% | +21.9% | +7.6% |
| 3Y | +165.5% | -53.6% | +219.2% | +198.1% |
| All | +165.5% | -53.3% | +218.8% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling