+1,650.4%
IT vs BLDR
+414.6%
+1,235.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.1% |
| 7D | -6.0% | -2.8% | -3.2% | -5.6% |
| 30D | 0.0% | -13.3% | +13.3% | +2.4% |
| 3M | +13.1% | -12.3% | +25.3% | +14.9% |
| 6M | +11.7% | -31.5% | +43.2% | +17.8% |
| YTD | -26.1% | -36.1% | +10.0% | -21.6% |
| 1Y | -21.3% | -54.1% | +32.8% | -11.8% |
| 3Y | -46.7% | -55.8% | +9.0% | -41.7% |
| 5Y | -40.5% | +20.7% | -61.2% | -46.1% |
| 10Y | +103.9% | +390.2% | -286.3% | +38.7% |
| All | +1,650.4% | +414.6% | +1,235.8% | +720.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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