+49.1%
D vs IT
+90.0%
-40.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.4% | +1.1% | -2.4% | -1.5% |
| 30D | +7.7% | -1.8% | +9.6% | +7.8% |
| 3M | -0.3% | +4.8% | -5.1% | -1.3% |
| 6M | +10.1% | +33.0% | -23.0% | +4.5% |
| YTD | +19.1% | -23.8% | +42.9% | +22.0% |
| 1Y | +15.9% | -16.5% | +32.4% | +16.8% |
| 3Y | +75.0% | -53.6% | +128.6% | +91.9% |
| 5Y | +13.4% | -42.1% | +55.5% | +17.2% |
| All | +49.1% | +90.0% | -40.9% | +17.3% |
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