+105.9%
C vs IT
-43.2%
+149.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.2% |
| 7D | -2.4% | -16.9% | +14.5% | +0.7% |
| 30D | -6.0% | +2.3% | -8.3% | -6.9% |
| 3M | -10.5% | +2.9% | -13.4% | -12.0% |
| 6M | -5.7% | +25.9% | -31.6% | -12.4% |
| YTD | +4.1% | -24.6% | +28.8% | +9.7% |
| 1Y | +20.5% | -16.0% | +36.5% | +22.6% |
| 3Y | +208.1% | -51.6% | +259.7% | +272.8% |
| All | +105.9% | -43.2% | +149.1% | +122.3% |
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