+186.5%
B vs IT
+6,228.4%
-6,041.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +0.8% |
| 7D | +9.6% | -16.9% | +26.5% | +10.7% |
| 30D | +3.5% | +2.3% | +1.2% | +3.3% |
| 3M | -1.6% | +2.9% | -4.4% | -2.0% |
| 6M | -1.7% | +25.9% | -27.5% | -3.6% |
| YTD | -5.3% | -24.6% | +19.3% | -4.6% |
| 1Y | +27.2% | -16.0% | +43.3% | +27.3% |
| 3Y | +166.1% | -51.6% | +217.7% | +173.9% |
| 5Y | +136.5% | -42.6% | +179.1% | +139.9% |
| 10Y | +172.2% | +103.6% | +68.7% | +153.8% |
| All | +186.5% | +6,228.4% | -6,041.9% | +130.5% |
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 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