-11.8%
BA vs IT
-20.0%
+8.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.6% |
| 7D | +1.1% | -16.9% | +18.0% | +1.4% |
| 30D | -7.9% | +2.3% | -10.3% | -7.6% |
| 3M | -25.3% | +2.9% | -28.2% | -25.0% |
| 6M | -24.6% | +25.9% | -50.4% | -23.8% |
| YTD | -20.1% | -24.6% | +4.5% | -23.2% |
| 1Y | -11.8% | -16.0% | +4.3% | -14.0% |
| All | -11.8% | -20.0% | +8.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling