+141.8%
ED vs IT
+93.0%
+48.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.3% |
| 7D | -0.9% | -6.8% | +5.9% | -0.3% |
| 30D | +11.2% | -0.6% | +11.8% | +11.1% |
| 3M | +11.8% | +3.1% | +8.7% | +11.2% |
| 6M | +14.1% | +25.5% | -11.4% | +10.8% |
| YTD | +23.0% | -23.5% | +46.5% | +25.1% |
| 1Y | +23.7% | -16.6% | +40.3% | +24.5% |
| 3Y | +47.7% | -53.1% | +100.9% | +57.3% |
| 5Y | +82.6% | -41.4% | +124.1% | +85.8% |
| 10Y | +141.8% | +90.9% | +50.8% | +103.4% |
| All | +141.8% | +93.0% | +48.8% | +103.4% |
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