+38.5%
D vs IT
+88.4%
-49.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -0.4% | -9.1% | +8.7% | +0.7% |
| 30D | -2.1% | -12.2% | +10.1% | -0.6% |
| 3M | -0.7% | +7.8% | -8.6% | -2.5% |
| 6M | +5.6% | +2.0% | +3.6% | +3.9% |
| YTD | +14.6% | -32.7% | +47.3% | +19.6% |
| 1Y | +15.3% | -31.1% | +46.4% | +19.4% |
| 3Y | +59.1% | -52.1% | +111.2% | +71.9% |
| 5Y | +3.9% | -46.3% | +50.2% | +8.2% |
| 10Y | +38.5% | +91.4% | -52.9% | +9.3% |
| All | +38.5% | +88.4% | -49.9% | +9.3% |
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