-35.9%
DOW vs IT
-45.7%
+9.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -6.0% | -9.1% | +3.1% | -4.4% |
| 30D | -2.7% | -12.2% | +9.4% | -0.5% |
| 3M | -10.5% | +7.8% | -18.3% | -12.8% |
| 6M | -12.4% | +2.0% | -14.4% | -14.3% |
| YTD | +30.0% | -32.7% | +62.8% | +40.1% |
| 1Y | +27.8% | -31.1% | +58.9% | +36.3% |
| 3Y | -34.9% | -52.1% | +17.2% | -24.6% |
| 5Y | -35.9% | -46.3% | +10.4% | -31.2% |
| All | -35.9% | -45.7% | +9.8% | -31.2% |
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