+690.3%
IT vs BB
+325.0%
+365.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.7% |
| 7D | -3.7% | +9.0% | -12.6% | -4.8% |
| 30D | -3.1% | +7.7% | -10.8% | -4.6% |
| 3M | +6.3% | +4.0% | +2.4% | +4.6% |
| 6M | +24.8% | +46.6% | -21.9% | +15.0% |
| YTD | -24.4% | +140.6% | -165.0% | -35.3% |
| 1Y | -17.1% | +103.1% | -120.2% | -27.5% |
| 3Y | -53.6% | +150.5% | -204.2% | -62.2% |
| 5Y | -42.5% | -15.4% | -27.1% | -47.1% |
| 10Y | +88.8% | +25.4% | +63.4% | +40.4% |
| All | +690.3% | +325.0% | +365.2% | +252.8% |
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 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