+340.0%
IR vs IT
+67.9%
+272.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +1.5% | -7.5% | +9.0% | +4.2% |
| 30D | +9.0% | -1.2% | +10.2% | +8.1% |
| 3M | -0.9% | -2.2% | +1.3% | -2.3% |
| 6M | +13.4% | +19.1% | -5.7% | +0.9% |
| YTD | +8.5% | -25.1% | +33.6% | +14.3% |
| 1Y | +11.3% | -17.4% | +28.6% | +11.7% |
| 3Y | +26.0% | -54.1% | +80.1% | +62.0% |
| 5Y | +47.9% | -42.7% | +90.5% | +64.8% |
| All | +340.0% | +67.9% | +272.1% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling