+90.9%
IT vs A
+308.8%
-217.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -0.6% | +3.3% | -3.8% | -2.5% |
| 3M | +3.1% | +18.5% | -15.5% | -5.7% |
| 6M | +25.5% | +59.3% | -33.8% | -1.6% |
| YTD | -23.5% | +31.0% | -54.5% | -34.1% |
| 1Y | -16.6% | +19.3% | -36.0% | -24.8% |
| 3Y | -53.1% | +66.8% | -119.9% | -65.6% |
| 5Y | -41.4% | +15.5% | -56.9% | -49.2% |
| 10Y | +90.9% | +312.3% | -221.4% | -12.4% |
| All | +90.9% | +308.8% | -217.9% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling