+363.8%
F vs IT
+6,105.9%
-5,742.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.6% |
| 7D | +5.3% | -6.0% | +11.4% | +6.8% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | -3.7% | +13.1% | -16.7% | -8.0% |
| 6M | +16.8% | +11.7% | +5.1% | +10.5% |
| YTD | +15.3% | -26.1% | +41.4% | +19.4% |
| 1Y | +31.0% | -21.3% | +52.3% | +33.0% |
| 3Y | +45.4% | -46.7% | +92.2% | +59.4% |
| 5Y | +54.7% | -40.5% | +95.2% | +64.9% |
| 10Y | +98.2% | +103.9% | -5.7% | +55.7% |
| All | +363.8% | +6,105.9% | -5,742.1% | +89.6% |
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