+73.3%
D vs IT
-51.0%
+124.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.4% |
| 7D | +3.0% | -16.9% | +19.9% | +3.5% |
| 30D | +11.5% | +2.3% | +9.2% | +11.6% |
| 3M | +3.7% | +2.9% | +0.9% | +3.8% |
| 6M | +13.5% | +25.9% | -12.3% | +12.7% |
| YTD | +20.7% | -24.6% | +45.4% | +22.6% |
| 1Y | +18.2% | -16.0% | +34.3% | +19.1% |
| 3Y | +73.3% | -51.6% | +124.9% | +77.6% |
| All | +73.3% | -51.0% | +124.3% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling