+91.4%
IT vs A
+236.6%
-145.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -9.1% | -4.4% | -4.7% | -7.1% |
| 30D | -12.2% | -2.7% | -9.5% | -11.1% |
| 3M | +7.8% | +7.0% | +0.8% | +4.0% |
| 6M | +2.0% | +24.6% | -22.6% | -9.7% |
| YTD | -32.7% | +7.0% | -39.8% | -35.7% |
| 1Y | -31.1% | +15.6% | -46.7% | -37.0% |
| 3Y | -52.1% | +29.9% | -82.0% | -60.0% |
| 5Y | -46.3% | -15.4% | -30.9% | -45.4% |
| 10Y | +91.4% | +248.9% | -157.5% | -5.1% |
| All | +91.4% | +236.6% | -145.3% | -5.1% |
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