-59.9%
IT vs BIYA
-99.8%
+39.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -9.1% | +2.7% | -11.9% | -9.2% |
| 30D | -7.0% | -18.7% | +11.7% | -6.8% |
| 3M | +7.6% | -72.0% | +79.7% | +7.9% |
| 6M | +2.1% | -86.4% | +88.5% | +1.7% |
| YTD | -31.6% | -94.2% | +62.6% | -31.7% |
| 1Y | -29.9% | -98.4% | +68.5% | -29.0% |
| All | -59.9% | -99.8% | +39.9% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling