+1,143.2%
D vs IT
+6,105.9%
-4,962.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | 0.0% |
| 7D | +1.5% | -6.0% | +7.5% | +2.0% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | 0.0% | +13.1% | -13.1% | -1.7% |
| 6M | +7.4% | +11.7% | -4.3% | +5.2% |
| YTD | +15.9% | -26.1% | +42.0% | +17.8% |
| 1Y | +18.1% | -21.3% | +39.4% | +19.0% |
| 3Y | +58.4% | -46.7% | +105.1% | +64.4% |
| 5Y | +5.2% | -40.5% | +45.7% | +7.2% |
| 10Y | +35.9% | +103.9% | -68.0% | +20.7% |
| All | +1,143.2% | +6,105.9% | -4,962.6% | +747.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling