+1,538.1%
ED vs IT
+6,259.0%
-4,720.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.1% | -18.8% | +18.7% | +1.5% |
| 30D | +11.6% | -0.1% | +11.7% | +11.5% |
| 3M | +10.5% | +2.9% | +7.6% | +10.0% |
| 6M | +13.2% | +20.4% | -7.2% | +10.7% |
| YTD | +22.1% | -24.3% | +46.4% | +23.3% |
| 1Y | +24.2% | -17.2% | +41.3% | +24.4% |
| 3Y | +46.9% | -52.4% | +99.3% | +52.6% |
| 5Y | +80.8% | -43.7% | +124.5% | +83.8% |
| 10Y | +134.3% | +90.3% | +44.0% | +112.1% |
| All | +1,538.1% | +6,259.0% | -4,720.9% | +961.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling