+62.0%
EW vs IT
-52.4%
+114.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +12.3% | -18.8% | +31.1% | +14.4% |
| 30D | +22.9% | -0.1% | +23.0% | +22.5% |
| 3M | +16.7% | +2.9% | +13.8% | +15.7% |
| 6M | +31.0% | +20.4% | +10.5% | +26.9% |
| YTD | +22.8% | -24.3% | +47.1% | +26.0% |
| 1Y | +25.6% | -17.2% | +42.7% | +27.0% |
| 3Y | +62.0% | -52.4% | +114.4% | +81.8% |
| All | +62.0% | -52.4% | +114.3% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling