-53.6%
IT vs ACWI
+74.6%
-128.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +1.1% | +2.4% | -1.4% | -0.6% |
| 30D | -1.8% | -1.7% | -0.2% | -0.8% |
| 3M | +4.8% | -3.9% | +8.8% | +7.6% |
| 6M | +33.0% | +0.8% | +32.2% | +31.0% |
| YTD | -23.8% | +11.0% | -34.9% | -31.6% |
| 1Y | -16.5% | +13.1% | -29.6% | -26.5% |
| 3Y | -53.6% | +73.9% | -127.5% | -73.4% |
| All | -53.6% | +74.6% | -128.2% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling