+110.7%
ED vs IT
+88.4%
+22.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -0.2% | -9.1% | +9.0% | +0.6% |
| 30D | +1.9% | -12.2% | +14.1% | +3.0% |
| 3M | +1.9% | +7.8% | -6.0% | +0.6% |
| 6M | -2.3% | +2.0% | -4.2% | -3.3% |
| YTD | +10.9% | -32.7% | +43.6% | +14.3% |
| 1Y | +14.5% | -31.1% | +45.6% | +17.4% |
| 3Y | +33.4% | -52.1% | +85.5% | +40.4% |
| 5Y | +67.3% | -46.3% | +113.6% | +71.1% |
| 10Y | +110.7% | +91.4% | +19.3% | +79.4% |
| All | +110.7% | +88.4% | +22.2% | +79.4% |
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 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