-21.3%
IT vs A
+21.7%
-42.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -6.0% | -1.9% | -4.1% | -5.6% |
| 30D | 0.0% | +6.9% | -6.9% | -1.8% |
| 3M | +13.1% | +9.2% | +3.8% | +10.4% |
| 6M | +11.7% | +25.7% | -14.0% | +5.3% |
| YTD | -26.1% | +11.5% | -37.6% | -26.5% |
| 1Y | -21.3% | +18.4% | -39.6% | -18.5% |
| All | -21.3% | +21.7% | -42.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling