+1,406.4%
IT vs A
+457.0%
+949.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -6.0% | -1.9% | -4.1% | -5.5% |
| 30D | 0.0% | +6.9% | -6.9% | -2.2% |
| 3M | +13.1% | +9.2% | +3.8% | +9.7% |
| 6M | +11.7% | +25.7% | -14.0% | +2.8% |
| YTD | -26.1% | +11.5% | -37.6% | -29.2% |
| 1Y | -21.3% | +18.4% | -39.6% | -26.3% |
| 3Y | -46.7% | +26.6% | -73.3% | -51.8% |
| 5Y | -40.5% | -12.8% | -27.7% | -40.0% |
| 10Y | +103.9% | +247.2% | -143.3% | +34.9% |
| All | +1,406.4% | +457.0% | +949.4% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling