+43.8%
D vs IT
+96.9%
-53.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.8% | -18.8% | +19.6% | +3.3% |
| 30D | +10.7% | -0.1% | +10.8% | +10.6% |
| 3M | +2.3% | +2.9% | -0.6% | +1.4% |
| 6M | +12.5% | +20.4% | -7.9% | +8.3% |
| YTD | +20.1% | -24.3% | +44.4% | +23.1% |
| 1Y | +15.6% | -17.2% | +32.7% | +16.6% |
| 3Y | +75.2% | -52.4% | +127.6% | +90.9% |
| 5Y | +14.6% | -43.7% | +58.3% | +19.1% |
| 10Y | +43.8% | +90.3% | -46.5% | +12.3% |
| All | +43.8% | +96.9% | -53.2% | +12.3% |
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