+277.0%
IR vs IT
+50.8%
+226.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.4% |
| 7D | -1.9% | -9.1% | +7.2% | +1.3% |
| 30D | -15.0% | -12.2% | -2.9% | -11.4% |
| 3M | -0.4% | +7.8% | -8.2% | -5.7% |
| 6M | -15.0% | +2.0% | -17.0% | -19.2% |
| YTD | -7.1% | -32.7% | +25.7% | +3.6% |
| 1Y | -7.5% | -31.1% | +23.6% | +0.8% |
| 3Y | +6.3% | -52.1% | +58.4% | +32.7% |
| 5Y | +37.3% | -46.3% | +83.6% | +58.4% |
| All | +277.0% | +50.8% | +226.2% | +149.8% |
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