-60.6%
IT vs BIYA
-99.8%
+39.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.7% |
| 7D | -9.1% | +2.7% | -11.9% | -9.2% |
| 30D | -12.2% | -16.7% | +4.5% | -12.0% |
| 3M | +7.8% | -74.6% | +82.4% | +8.2% |
| 6M | +2.0% | -85.4% | +87.4% | +1.5% |
| YTD | -32.7% | -94.2% | +61.4% | -32.9% |
| 1Y | -31.1% | -98.6% | +67.5% | -30.0% |
| All | -60.6% | -99.8% | +39.2% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling