+0.1%
DOW vs IT
+30.7%
-30.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | +13.2% | -1.8% | +15.0% | +13.2% |
| 3M | +10.1% | +4.8% | +5.3% | +6.9% |
| 6M | -13.1% | +33.0% | -46.1% | -23.6% |
| YTD | +46.1% | -23.8% | +70.0% | +53.6% |
| 1Y | +50.0% | -16.5% | +66.5% | +51.8% |
| 3Y | -20.2% | -53.6% | +33.4% | -1.2% |
| 5Y | -27.7% | -42.1% | +14.5% | -21.8% |
| All | +0.1% | +30.7% | -30.6% | -37.9% |
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