+48.4%
IR vs IT
-40.5%
+88.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.5% |
| 7D | -2.8% | -6.0% | +3.2% | -1.2% |
| 30D | -15.1% | 0.0% | -15.1% | -15.4% |
| 3M | +6.1% | +13.1% | -7.0% | +1.0% |
| 6M | -16.8% | +11.7% | -28.5% | -21.5% |
| YTD | -3.5% | -26.1% | +22.6% | +5.0% |
| 1Y | -3.5% | -21.3% | +17.8% | +1.0% |
| 3Y | +9.5% | -46.7% | +56.2% | +32.7% |
| All | +48.4% | -40.5% | +88.9% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling