+28.1%
BA vs IT
+96.9%
-68.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.7% | -18.8% | +17.1% | +5.9% |
| 30D | -9.5% | -0.1% | -9.4% | -10.1% |
| 3M | -26.5% | +2.9% | -29.4% | -28.6% |
| 6M | -27.4% | +20.4% | -47.8% | -36.1% |
| YTD | -20.6% | -24.3% | +3.7% | -16.0% |
| 1Y | -11.4% | -17.2% | +5.7% | -10.8% |
| 3Y | -10.8% | -52.4% | +41.6% | +12.9% |
| 5Y | -21.9% | -43.7% | +21.8% | -14.5% |
| 10Y | +28.1% | +90.3% | -62.2% | -38.3% |
| All | +28.1% | +96.9% | -68.8% | -38.3% |
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