+130.7%
C vs IT
-40.5%
+171.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.6% |
| 7D | +3.6% | -6.0% | +9.7% | +4.8% |
| 30D | +0.1% | 0.0% | +0.1% | -0.2% |
| 3M | +2.4% | +13.1% | -10.7% | -1.2% |
| 6M | +24.9% | +11.7% | +13.2% | +19.9% |
| YTD | +19.8% | -26.1% | +45.9% | +27.5% |
| 1Y | +44.9% | -21.3% | +66.1% | +50.2% |
| 3Y | +263.0% | -46.7% | +309.7% | +324.5% |
| All | +130.7% | -40.5% | +171.2% | +145.0% |
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