+286.5%
C vs IT
+89.8%
+196.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +2.1% |
| 7D | +3.2% | -9.1% | +12.3% | +6.7% |
| 30D | +1.3% | -7.0% | +8.3% | +3.4% |
| 3M | +3.1% | +7.6% | -4.5% | -3.0% |
| 6M | +29.6% | +2.1% | +27.5% | +22.6% |
| YTD | +19.0% | -31.6% | +50.5% | +32.1% |
| 1Y | +45.6% | -29.9% | +75.6% | +58.1% |
| 3Y | +269.3% | -51.3% | +320.5% | +356.9% |
| 5Y | +131.6% | -44.8% | +176.4% | +154.6% |
| 10Y | +286.5% | +91.4% | +195.2% | +105.2% |
| All | +286.5% | +89.8% | +196.7% | +105.2% |
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 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