+90.3%
IT vs ACWI
+226.8%
-136.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -2.1% |
| 7D | -18.8% | +0.3% | -19.1% | -19.1% |
| 30D | -0.1% | -2.8% | +2.8% | +2.6% |
| 3M | +2.9% | -3.2% | +6.1% | +5.9% |
| 6M | +20.4% | +1.3% | +19.1% | +17.1% |
| YTD | -24.3% | +11.2% | -35.5% | -33.7% |
| 1Y | -17.2% | +13.8% | -30.9% | -29.4% |
| 3Y | -52.4% | +76.2% | -128.6% | -74.7% |
| 5Y | -43.7% | +59.5% | -103.2% | -66.3% |
| 10Y | +90.3% | +222.2% | -131.9% | -43.0% |
| All | +90.3% | +226.8% | -136.5% | -43.0% |
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