+1,195.3%
D vs IT
+6,228.4%
-5,033.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | +3.0% | -16.9% | +19.9% | +4.7% |
| 30D | +11.5% | +2.3% | +9.2% | +11.1% |
| 3M | +3.7% | +2.9% | +0.9% | +3.1% |
| 6M | +13.5% | +25.9% | -12.3% | +9.9% |
| YTD | +20.7% | -24.6% | +45.4% | +22.2% |
| 1Y | +18.2% | -16.0% | +34.3% | +18.3% |
| 3Y | +73.3% | -51.6% | +124.9% | +81.3% |
| 5Y | +12.3% | -42.6% | +54.9% | +14.6% |
| 10Y | +43.4% | +103.6% | -60.2% | +27.1% |
| All | +1,195.3% | +6,228.4% | -5,033.0% | +779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling