+125.6%
EW vs IT
+88.4%
+37.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -5.1% | -9.1% | +4.0% | -2.6% |
| 30D | -6.4% | -12.2% | +5.8% | -3.1% |
| 3M | -1.6% | +7.8% | -9.4% | -5.6% |
| 6M | +2.3% | +2.0% | +0.3% | -1.3% |
| YTD | +1.1% | -32.7% | +33.8% | +10.7% |
| 1Y | +8.0% | -31.1% | +39.1% | +16.3% |
| 3Y | +16.3% | -52.1% | +68.4% | +36.1% |
| 5Y | -29.4% | -46.3% | +16.9% | -23.0% |
| 10Y | +125.6% | +91.4% | +34.3% | +41.1% |
| All | +125.6% | +88.4% | +37.2% | +41.1% |
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 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