+671.9%
IT vs BB
+258.8%
+413.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -6.0% | -5.6% | -0.4% | -5.2% |
| 30D | 0.0% | -11.8% | +11.8% | +1.6% |
| 3M | +13.1% | -25.5% | +38.6% | +16.1% |
| 6M | +11.7% | +121.3% | -109.6% | -2.6% |
| YTD | -26.1% | +103.2% | -129.3% | -34.7% |
| 1Y | -21.3% | +102.6% | -123.9% | -30.7% |
| 3Y | -46.7% | +37.5% | -84.2% | -52.7% |
| 5Y | -40.5% | -30.4% | -10.1% | -43.4% |
| 10Y | +103.9% | 0.0% | +103.9% | +57.8% |
| All | +671.9% | +258.8% | +413.1% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling