-8.8%
IT vs BEN
+56.2%
-65.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.6% |
| 7D | -5.5% | +6.7% | -12.2% | -6.6% |
| 30D | +10.3% | +3.0% | +7.3% | +9.6% |
| 3M | +11.5% | -4.3% | +15.9% | +12.2% |
| 6M | +40.3% | +16.4% | +23.9% | +34.4% |
| YTD | -17.9% | +46.8% | -64.6% | -26.0% |
| 1Y | -8.8% | +57.3% | -66.1% | -18.3% |
| All | -8.8% | +56.2% | -65.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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