+45.6%
C vs IT
-29.8%
+75.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.5% |
| 7D | +3.2% | -9.1% | +12.3% | +3.4% |
| 30D | +1.3% | -7.0% | +8.3% | +1.4% |
| 3M | +3.1% | +7.6% | -4.5% | +3.0% |
| 6M | +29.6% | +2.1% | +27.5% | +29.9% |
| YTD | +19.0% | -31.6% | +50.5% | +23.1% |
| 1Y | +45.6% | -29.9% | +75.6% | +49.7% |
| All | +45.6% | -29.8% | +75.4% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling