+7,464.4%
EW vs IT
+789.0%
+6,675.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +9.3% | -7.5% | +16.8% | +11.2% |
| 30D | +22.1% | -1.2% | +23.2% | +21.7% |
| 3M | +13.0% | -2.2% | +15.2% | +12.3% |
| 6M | +30.1% | +19.1% | +11.0% | +21.5% |
| YTD | +22.0% | -25.1% | +47.1% | +25.5% |
| 1Y | +23.7% | -17.4% | +41.1% | +24.1% |
| 3Y | +62.0% | -54.1% | +116.1% | +82.9% |
| 5Y | -12.4% | -42.7% | +30.2% | -7.5% |
| 10Y | +236.1% | +88.1% | +147.9% | +162.0% |
| All | +7,464.4% | +789.0% | +6,675.3% | +3,984.2% |
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