+207.0%
C vs IT
+90.0%
+117.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +4.2% | +1.1% | +3.1% | +3.8% |
| 30D | +2.0% | -1.8% | +3.8% | +1.7% |
| 3M | -10.1% | +4.8% | -14.9% | -13.6% |
| 6M | +1.0% | +33.0% | -32.0% | -14.8% |
| YTD | +8.5% | -23.8% | +32.3% | +13.9% |
| 1Y | +25.7% | -16.5% | +42.3% | +26.1% |
| 3Y | +216.0% | -53.6% | +269.6% | +306.3% |
| 5Y | +112.3% | -42.1% | +154.4% | +130.7% |
| All | +207.0% | +90.0% | +117.1% | +48.1% |
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