+406.7%
BNY vs IT
+103.1%
+303.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.2% | -1.4% |
| 7D | -1.3% | -3.7% | +2.3% | -0.4% |
| 30D | -0.2% | +0.1% | -0.2% | -0.6% |
| 3M | +14.9% | +20.7% | -5.8% | +6.3% |
| 6M | +40.0% | +12.0% | +28.0% | +31.1% |
| YTD | +42.0% | -28.8% | +70.8% | +52.4% |
| 1Y | +56.9% | -25.5% | +82.4% | +64.4% |
| 3Y | +289.9% | -48.8% | +338.6% | +349.5% |
| 5Y | +259.2% | -42.7% | +301.9% | +285.5% |
| All | +406.7% | +103.1% | +303.6% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling