+1,704.2%
IT vs BLDR
+374.7%
+1,329.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.1% | -3.0% | +4.1% | +1.6% |
| 30D | -1.8% | +20.1% | -22.0% | -4.9% |
| 3M | +4.8% | -17.5% | +22.3% | +8.3% |
| 6M | +33.0% | -16.1% | +49.1% | +35.9% |
| YTD | -23.8% | -41.0% | +17.2% | -18.1% |
| 1Y | -16.5% | -41.6% | +25.1% | -10.2% |
| 3Y | -53.6% | -50.8% | -2.8% | -50.1% |
| 5Y | -42.1% | -10.8% | -31.4% | -44.8% |
| 10Y | +90.1% | +486.3% | -396.2% | +26.4% |
| All | +1,704.2% | +374.7% | +1,329.6% | +757.1% |
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