+80.8%
ED vs IT
-42.9%
+123.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.1% | -18.8% | +18.7% | +0.9% |
| 30D | +11.6% | -0.1% | +11.7% | +11.6% |
| 3M | +10.5% | +2.9% | +7.6% | +10.3% |
| 6M | +13.2% | +20.4% | -7.2% | +11.8% |
| YTD | +22.1% | -24.3% | +46.4% | +24.0% |
| 1Y | +24.2% | -17.2% | +41.3% | +25.1% |
| 3Y | +46.9% | -52.4% | +99.3% | +53.7% |
| 5Y | +80.8% | -43.7% | +124.5% | +83.1% |
| All | +80.8% | -42.9% | +123.7% | +83.1% |
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