+264.7%
C vs IT
+6,105.9%
-5,841.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.1% |
| 7D | +3.6% | -6.0% | +9.7% | +5.5% |
| 30D | +0.1% | 0.0% | +0.1% | -0.4% |
| 3M | +2.4% | +13.1% | -10.7% | -3.9% |
| 6M | +24.9% | +11.7% | +13.2% | +16.3% |
| YTD | +19.8% | -26.1% | +45.9% | +25.3% |
| 1Y | +44.9% | -21.3% | +66.1% | +47.5% |
| 3Y | +263.0% | -46.7% | +309.7% | +308.7% |
| 5Y | +129.5% | -40.5% | +170.0% | +144.3% |
| 10Y | +291.6% | +103.9% | +187.7% | +180.8% |
| All | +264.7% | +6,105.9% | -5,841.2% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling