+1,548.4%
IT vs BG
+1,185.2%
+363.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.4% | -11.8% | -8.5% |
| 7D | -9.1% | +2.4% | -11.5% | -9.8% |
| 30D | -7.0% | +15.0% | -22.0% | -10.6% |
| 3M | +7.6% | -0.7% | +8.3% | +7.1% |
| 6M | +2.1% | +7.5% | -5.4% | -0.6% |
| YTD | -31.6% | +41.6% | -73.2% | -38.3% |
| 1Y | -29.9% | +50.7% | -80.6% | -38.2% |
| 3Y | -51.3% | +20.3% | -71.6% | -55.3% |
| 5Y | -44.8% | +85.2% | -130.0% | -56.0% |
| 10Y | +91.4% | +160.6% | -69.3% | +31.7% |
| All | +1,548.4% | +1,185.2% | +363.2% | +744.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling