+7.8%
D vs IT
-40.5%
+48.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.1% |
| 7D | +1.5% | -6.0% | +7.5% | +1.9% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | 0.0% | +13.1% | -13.1% | -1.3% |
| 6M | +7.4% | +11.7% | -4.3% | +5.8% |
| YTD | +15.9% | -26.1% | +42.0% | +18.9% |
| 1Y | +18.1% | -21.3% | +39.4% | +19.8% |
| 3Y | +58.4% | -46.7% | +105.1% | +66.1% |
| All | +7.8% | -40.5% | +48.3% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling