+146.4%
ED vs IT
+90.0%
+56.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.1% | +1.1% | +1.0% | +2.0% |
| 30D | +10.4% | -1.8% | +12.3% | +10.5% |
| 3M | +12.5% | +4.8% | +7.7% | +11.8% |
| 6M | +14.9% | +33.0% | -18.1% | +11.0% |
| YTD | +24.8% | -23.8% | +48.7% | +27.1% |
| 1Y | +23.8% | -16.5% | +40.4% | +24.6% |
| 3Y | +51.6% | -53.6% | +105.3% | +61.7% |
| 5Y | +86.4% | -42.1% | +128.6% | +90.0% |
| All | +146.4% | +90.0% | +56.4% | +107.6% |
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