-27.0%
IT vs BB
+106.7%
-133.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -9.1% | +1.8% | -11.0% | -9.3% |
| 30D | -12.2% | -12.2% | +0.1% | -11.3% |
| 3M | +7.8% | -12.3% | +20.1% | +6.2% |
| 6M | +2.0% | +122.7% | -120.7% | -21.0% |
| YTD | -32.7% | +104.5% | -137.2% | -47.0% |
| All | -27.0% | +106.7% | -133.7% | -41.8% |
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