-0.9%
BA vs IT
-40.5%
+39.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.8% |
| 7D | +1.2% | -6.0% | +7.2% | +2.4% |
| 30D | -11.6% | 0.0% | -11.6% | -11.9% |
| 3M | -2.4% | +13.1% | -15.4% | -6.0% |
| 6M | -6.6% | +11.7% | -18.3% | -10.5% |
| YTD | -2.2% | -26.1% | +23.9% | +4.5% |
| 1Y | -8.0% | -21.3% | +13.2% | -4.5% |
| 3Y | -5.0% | -46.7% | +41.8% | +8.6% |
| All | -0.9% | -40.5% | +39.6% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling