-8.8%
IT vs ACWI
+14.9%
-23.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.6% |
| 7D | -5.5% | -0.5% | -5.0% | -5.5% |
| 30D | +10.3% | -1.6% | +12.0% | +10.3% |
| 3M | +11.5% | -1.3% | +12.9% | +11.5% |
| 6M | +40.3% | +5.8% | +34.4% | +39.1% |
| YTD | -17.9% | +12.7% | -30.6% | -18.7% |
| 1Y | -8.8% | +15.0% | -23.8% | -11.1% |
| All | -8.8% | +14.9% | -23.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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