+6,234.5%
IT vs BEN
+1,360.0%
+4,874.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | +1.1% | +6.8% | -5.7% | -1.7% |
| 30D | -1.8% | +18.0% | -19.8% | -8.6% |
| 3M | +4.8% | +7.5% | -2.6% | +1.3% |
| 6M | +33.0% | +14.7% | +18.3% | +24.3% |
| YTD | -23.8% | +56.1% | -79.9% | -37.8% |
| 1Y | -16.5% | +69.6% | -86.1% | -34.1% |
| 3Y | -53.6% | +87.7% | -141.3% | -66.2% |
| 5Y | -42.1% | +28.6% | -70.8% | -51.5% |
| 10Y | +90.1% | +59.8% | +30.3% | +35.3% |
| All | +6,234.5% | +1,360.0% | +4,874.5% | +1,450.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling