-46.3%
IT vs BEN
+40.0%
-86.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -9.1% | +3.4% | -12.5% | -10.3% |
| 30D | -12.2% | +1.8% | -13.9% | -12.8% |
| 3M | +7.8% | +8.4% | -0.6% | +4.3% |
| 6M | +2.0% | +35.6% | -33.6% | -9.9% |
| YTD | -32.7% | +46.4% | -79.1% | -42.3% |
| 1Y | -31.1% | +46.3% | -77.4% | -41.0% |
| 3Y | -52.1% | +54.6% | -106.7% | -61.2% |
| 5Y | -46.3% | +39.4% | -85.7% | -54.9% |
| All | -46.3% | +40.0% | -86.2% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling