+3.6%
GOOG vs IT
-17.9%
+21.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +3.3% |
| 7D | -10.7% | -5.5% | -5.3% | -10.8% |
| 30D | -16.4% | +10.3% | -26.8% | -16.7% |
| 3M | -23.4% | +11.5% | -34.9% | -23.6% |
| 6M | -24.2% | +40.3% | -64.5% | -23.7% |
| YTD | -8.3% | -17.9% | +9.6% | -5.5% |
| 1Y | +3.6% | -8.8% | +12.4% | +5.9% |
| All | +3.6% | -17.9% | +21.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling