+1,384.5%
ED vs IT
+6,105.9%
-4,721.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.0% |
| 7D | -0.2% | -6.0% | +5.8% | +0.3% |
| 30D | -0.1% | 0.0% | -0.1% | -0.2% |
| 3M | +3.9% | +13.1% | -9.1% | +2.5% |
| 6M | -3.0% | +11.7% | -14.7% | -4.6% |
| YTD | +10.7% | -26.1% | +36.8% | +12.2% |
| 1Y | +13.3% | -21.3% | +34.6% | +14.1% |
| 3Y | +34.5% | -46.7% | +81.2% | +38.5% |
| 5Y | +67.1% | -40.5% | +107.7% | +69.4% |
| 10Y | +103.0% | +103.9% | -0.8% | +83.2% |
| All | +1,384.5% | +6,105.9% | -4,721.3% | +866.0% |
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