+79.8%
F vs IT
+100.5%
-20.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | +1.6% | -16.9% | +18.5% | +7.3% |
| 30D | +2.6% | +2.3% | +0.3% | +1.2% |
| 3M | -8.8% | +2.9% | -11.7% | -10.9% |
| 6M | +4.6% | +25.9% | -21.2% | -7.5% |
| YTD | -1.9% | -24.6% | +22.8% | +3.7% |
| 1Y | -0.8% | -16.0% | +15.3% | 0.0% |
| 3Y | +43.5% | -51.6% | +95.1% | +75.5% |
| 5Y | -12.1% | -42.6% | +30.6% | -3.2% |
| All | +79.8% | +100.5% | -20.7% | +14.9% |
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