+294.6%
F vs IT
+6,228.4%
-5,933.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.2% |
| 7D | +1.6% | -16.9% | +18.5% | +5.9% |
| 30D | +2.6% | +2.3% | +0.3% | +1.6% |
| 3M | -8.8% | +2.9% | -11.7% | -10.2% |
| 6M | +4.6% | +25.9% | -21.2% | -4.0% |
| YTD | -1.9% | -24.6% | +22.8% | +0.5% |
| 1Y | -0.8% | -16.0% | +15.3% | -1.1% |
| 3Y | +43.5% | -51.6% | +95.1% | +60.3% |
| 5Y | -12.1% | -42.6% | +30.6% | -5.9% |
| 10Y | +83.6% | +103.6% | -19.9% | +43.4% |
| All | +294.6% | +6,228.4% | -5,933.7% | +59.5% |
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