+23.0%
C vs IT
-18.2%
+41.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -0.4% | -7.5% | +7.1% | -0.3% |
| 30D | -5.2% | -1.2% | -4.0% | -5.1% |
| 3M | -9.1% | -2.2% | -6.9% | -9.0% |
| 6M | -1.6% | +19.1% | -20.7% | -1.5% |
| YTD | +6.9% | -25.1% | +32.1% | +8.7% |
| 1Y | +23.0% | -17.4% | +40.3% | +22.2% |
| All | +23.0% | -18.2% | +41.2% | +22.2% |
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 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