+887.5%
IT vs ACWI
+330.0%
+557.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -16.9% | -2.4% | -14.6% | -15.0% |
| 30D | +2.3% | -5.2% | +7.5% | +7.4% |
| 3M | +2.9% | -4.8% | +7.7% | +7.4% |
| 6M | +25.9% | -1.3% | +27.2% | +25.7% |
| YTD | -24.6% | +8.4% | -33.0% | -31.6% |
| 1Y | -16.0% | +11.0% | -27.1% | -25.6% |
| 3Y | -51.6% | +70.6% | -122.1% | -71.5% |
| 5Y | -42.6% | +55.3% | -98.0% | -62.7% |
| 10Y | +103.6% | +223.2% | -119.6% | -31.6% |
| All | +887.5% | +330.0% | +557.6% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling