-14.4%
BN vs IT
-30.3%
+16.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -5.9% | -12.7% | +6.8% | -4.6% |
| 30D | -15.1% | -8.9% | -6.2% | -14.3% |
| 3M | -14.6% | +10.1% | -24.7% | -15.6% |
| 6M | -8.4% | +7.3% | -15.7% | -9.5% |
| YTD | -16.8% | -32.4% | +15.6% | -11.8% |
| 1Y | -14.4% | -26.6% | +12.3% | -10.8% |
| All | -14.4% | -30.3% | +16.0% | -10.8% |
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 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