+141.0%
CI vs IT
+88.4%
+52.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -1.1% | -9.1% | +8.0% | +0.9% |
| 30D | +0.5% | -12.2% | +12.6% | +3.1% |
| 3M | -5.2% | +7.8% | -13.0% | -8.3% |
| 6M | +4.3% | +2.0% | +2.3% | +1.4% |
| YTD | +2.8% | -32.7% | +35.5% | +10.3% |
| 1Y | -5.8% | -31.1% | +25.3% | -0.2% |
| 3Y | +4.7% | -52.1% | +56.8% | +17.5% |
| 5Y | +42.7% | -46.3% | +89.0% | +48.5% |
| 10Y | +141.0% | +91.4% | +49.6% | +52.0% |
| All | +141.0% | +88.4% | +52.5% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling