+336.0%
IR vs IT
+70.8%
+265.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +9.2% | -1.8% | +11.0% | +8.5% |
| 3M | +0.9% | +4.8% | -3.9% | -2.9% |
| 6M | +19.2% | +33.0% | -13.8% | +1.6% |
| YTD | +7.5% | -23.8% | +31.3% | +12.5% |
| 1Y | +11.7% | -16.5% | +28.3% | +11.9% |
| 3Y | +23.9% | -53.6% | +77.6% | +58.9% |
| 5Y | +46.4% | -42.1% | +88.5% | +62.8% |
| All | +336.0% | +70.8% | +265.2% | +171.3% |
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