+47.7%
CI vs IT
-43.2%
+90.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -2.2% |
| 7D | -1.6% | -16.9% | +15.4% | 0.0% |
| 30D | +5.4% | +2.3% | +3.1% | +5.1% |
| 3M | +7.3% | +2.9% | +4.4% | +6.8% |
| 6M | +5.3% | +25.9% | -20.6% | +2.4% |
| YTD | +8.5% | -24.6% | +33.1% | +11.2% |
| 1Y | +17.1% | -16.0% | +33.2% | +18.4% |
| 3Y | +1.4% | -51.6% | +53.0% | +8.3% |
| All | +47.7% | -43.2% | +90.8% | +46.7% |
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 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