+28,957.2%
BN vs IT
+6,253.0%
+22,704.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -0.3% | -3.7% | +3.4% | +0.5% |
| 30D | +13.6% | -3.1% | +16.7% | +14.0% |
| 3M | -6.7% | +6.3% | -13.0% | -8.4% |
| 6M | -9.0% | +24.8% | -33.7% | -14.9% |
| YTD | -8.8% | -24.4% | +15.6% | -6.4% |
| 1Y | -10.6% | -17.1% | +6.5% | -10.1% |
| 3Y | +98.8% | -53.6% | +152.4% | +123.2% |
| 5Y | +33.6% | -42.5% | +76.1% | +43.3% |
| 10Y | +298.3% | +88.8% | +209.5% | +238.8% |
| All | +28,957.2% | +6,253.0% | +22,704.2% | +15,059.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling