-11.8%
BA vs IT
-53.1%
+41.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | 0.0% | -7.5% | +7.5% | +0.8% |
| 30D | -8.9% | -1.2% | -7.8% | -8.8% |
| 3M | -25.5% | -2.2% | -23.3% | -25.5% |
| 6M | -27.0% | +19.1% | -46.0% | -28.5% |
| YTD | -20.1% | -25.1% | +5.0% | -16.4% |
| 1Y | -11.0% | -17.4% | +6.4% | -8.8% |
| 3Y | -11.8% | -54.1% | +42.3% | +2.7% |
| All | -11.8% | -53.1% | +41.2% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling