-22.1%
BA vs IT
-43.2%
+21.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.3% |
| 7D | +1.1% | -16.9% | +18.0% | +4.7% |
| 30D | -7.9% | +2.3% | -10.3% | -8.6% |
| 3M | -25.3% | +2.9% | -28.2% | -26.3% |
| 6M | -24.6% | +25.9% | -50.4% | -29.9% |
| YTD | -20.1% | -24.6% | +4.5% | -15.3% |
| 1Y | -11.8% | -16.0% | +4.3% | -9.9% |
| 3Y | -10.1% | -51.6% | +41.4% | +8.3% |
| All | -22.1% | -43.2% | +21.0% | -18.8% |
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 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