+45.8%
F vs IT
-53.6%
+99.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.7% |
| 7D | -3.9% | -3.7% | -0.2% | -3.5% |
| 30D | -0.5% | -3.1% | +2.6% | -0.2% |
| 3M | -12.9% | +6.3% | -19.3% | -13.6% |
| 6M | +1.5% | +24.8% | -23.2% | -1.0% |
| YTD | -5.0% | -24.4% | +19.3% | +1.4% |
| 1Y | -7.3% | -17.1% | +9.7% | -3.3% |
| All | +45.8% | -53.6% | +99.4% | +73.9% |
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 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