+216.1%
B vs IT
+6,105.9%
-5,889.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.9% |
| 7D | -1.6% | -6.0% | +4.4% | -1.2% |
| 30D | +9.4% | 0.0% | +9.4% | +9.4% |
| 3M | +5.0% | +13.1% | -8.1% | +3.9% |
| 6M | -3.5% | +11.7% | -15.2% | -4.7% |
| YTD | +4.5% | -26.1% | +30.6% | +5.6% |
| 1Y | +67.8% | -21.3% | +89.0% | +68.6% |
| 3Y | +196.7% | -46.7% | +243.4% | +204.1% |
| 5Y | +151.9% | -40.5% | +192.4% | +155.4% |
| 10Y | +202.2% | +103.9% | +98.3% | +182.3% |
| All | +216.1% | +6,105.9% | -5,889.8% | +155.1% |
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 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