+90.9%
IT vs ACWI
+227.3%
-136.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.0% |
| 7D | -6.8% | -0.7% | -6.2% | -6.2% |
| 30D | -0.6% | -2.0% | +1.4% | +1.3% |
| 3M | +3.1% | -2.2% | +5.2% | +4.9% |
| 6M | +25.5% | +1.9% | +23.6% | +21.3% |
| YTD | -23.5% | +12.0% | -35.5% | -33.5% |
| 1Y | -16.6% | +12.5% | -29.2% | -28.0% |
| 3Y | -53.1% | +75.4% | -128.5% | -75.0% |
| 5Y | -41.4% | +61.5% | -102.9% | -65.4% |
| 10Y | +90.9% | +227.1% | -136.2% | -44.7% |
| All | +90.9% | +227.3% | -136.4% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling