+113.6%
C vs IT
-42.2%
+155.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +4.2% | +1.1% | +3.1% | +4.0% |
| 30D | +2.0% | -1.8% | +3.8% | +1.8% |
| 3M | -10.1% | +4.8% | -14.9% | -11.8% |
| 6M | +1.0% | +33.0% | -32.0% | -7.4% |
| YTD | +8.5% | -23.8% | +32.3% | +14.1% |
| 1Y | +25.7% | -16.5% | +42.3% | +28.4% |
| 3Y | +216.0% | -53.6% | +269.6% | +289.3% |
| All | +113.6% | -42.2% | +155.8% | +128.5% |
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