+46.0%
F vs IT
-46.5%
+92.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.9% |
| 7D | +5.3% | -6.0% | +11.4% | +5.9% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | -3.7% | +13.1% | -16.7% | -5.0% |
| 6M | +16.8% | +11.7% | +5.1% | +15.2% |
| YTD | +15.3% | -26.1% | +41.4% | +23.4% |
| 1Y | +31.0% | -21.3% | +52.3% | +37.4% |
| All | +46.0% | -46.5% | +92.6% | +66.9% |
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