+26.6%
BA vs IT
+88.3%
-61.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | 0.0% | -7.5% | +7.5% | +3.0% |
| 30D | -8.9% | -1.2% | -7.8% | -9.2% |
| 3M | -25.5% | -2.2% | -23.3% | -26.2% |
| 6M | -27.0% | +19.1% | -46.0% | -35.5% |
| YTD | -20.1% | -25.1% | +5.0% | -15.2% |
| 1Y | -11.0% | -17.4% | +6.4% | -10.4% |
| 3Y | -11.8% | -54.1% | +42.3% | +13.9% |
| 5Y | -20.6% | -42.7% | +22.0% | -14.4% |
| 10Y | +26.6% | +88.1% | -61.5% | -38.8% |
| All | +26.6% | +88.3% | -61.6% | -38.8% |
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