-41.9%
IT vs BG
+81.8%
-123.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.5% |
| 7D | -3.7% | +3.1% | -6.8% | -4.1% |
| 30D | +0.1% | +10.2% | -10.2% | -1.4% |
| 3M | +20.7% | -1.7% | +22.4% | +20.6% |
| 6M | +12.0% | +1.0% | +11.0% | +11.4% |
| YTD | -28.8% | +39.9% | -68.7% | -32.8% |
| 1Y | -25.5% | +53.2% | -78.7% | -31.1% |
| 3Y | -48.8% | +16.3% | -65.0% | -50.4% |
| All | -41.9% | +81.8% | -123.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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