+336.0%
IR vs IT
+71.5%
+264.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.6% |
| 7D | +1.1% | -6.8% | +7.9% | +3.5% |
| 30D | +7.6% | -0.6% | +8.1% | +6.5% |
| 3M | +0.1% | +3.1% | -3.0% | -3.2% |
| 6M | +14.0% | +25.5% | -11.5% | -0.6% |
| YTD | +7.5% | -23.5% | +31.0% | +12.4% |
| 1Y | +10.1% | -16.6% | +26.8% | +10.4% |
| 3Y | +24.9% | -53.1% | +78.0% | +59.3% |
| 5Y | +46.9% | -41.4% | +88.3% | +62.5% |
| All | +336.0% | +71.5% | +264.4% | +170.9% |
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 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