+26.9%
ED vs IT
-17.9%
+44.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +3.0% |
| 7D | +5.4% | -5.5% | +10.8% | +5.5% |
| 30D | +16.4% | +10.3% | +6.0% | +16.8% |
| 3M | +11.9% | +11.5% | +0.4% | +12.3% |
| 6M | +11.6% | +40.3% | -28.7% | +12.5% |
| YTD | +24.1% | -17.9% | +42.0% | +21.3% |
| 1Y | +26.9% | -8.8% | +35.7% | +24.7% |
| All | +26.9% | -17.9% | +44.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling