+256.9%
BNY vs IT
-42.9%
+299.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.2% | -0.9% |
| 7D | -1.3% | -3.7% | +2.3% | -0.7% |
| 30D | -0.2% | +0.1% | -0.2% | -0.4% |
| 3M | +14.9% | +20.7% | -5.8% | +9.2% |
| 6M | +40.0% | +12.0% | +28.0% | +34.3% |
| YTD | +42.0% | -28.8% | +70.8% | +51.6% |
| 1Y | +56.9% | -25.5% | +82.4% | +64.3% |
| 3Y | +289.9% | -48.8% | +338.6% | +344.5% |
| All | +256.9% | -42.9% | +299.9% | +269.2% |
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 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