-8.8%
IT vs BB
+88.0%
-96.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.0% | -5.5% | +1.3% |
| 7D | -5.5% | -6.8% | +1.3% | -5.2% |
| 30D | +10.3% | -3.5% | +13.9% | +10.1% |
| 3M | +11.5% | -1.2% | +12.8% | +11.0% |
| 6M | +40.3% | +57.0% | -16.7% | +22.1% |
| YTD | -17.9% | +131.1% | -149.0% | -36.7% |
| 1Y | -8.8% | +87.6% | -96.4% | -28.3% |
| All | -8.8% | +88.0% | -96.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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