+27.6%
IR vs IT
-51.0%
+78.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.9% |
| 7D | +3.7% | -16.9% | +20.6% | +5.9% |
| 30D | +7.4% | +2.3% | +5.1% | +6.4% |
| 3M | -5.9% | +2.9% | -8.8% | -7.2% |
| 6M | +5.6% | +25.9% | -20.3% | -0.1% |
| YTD | +4.8% | -24.6% | +29.5% | +11.7% |
| 1Y | +6.9% | -16.0% | +23.0% | +9.8% |
| 3Y | +27.6% | -51.6% | +79.1% | +64.7% |
| All | +27.6% | -51.0% | +78.5% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling