+1,409.9%
IT vs BNS
+1,476.3%
-66.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.1% |
| 7D | -12.7% | -2.2% | -10.5% | -11.7% |
| 30D | -8.9% | +4.5% | -13.4% | -11.3% |
| 3M | +10.1% | +14.9% | -4.7% | +1.3% |
| 6M | +7.3% | +32.5% | -25.2% | -9.1% |
| YTD | -32.4% | +28.6% | -61.0% | -42.0% |
| 1Y | -26.6% | +48.4% | -75.0% | -41.8% |
| 3Y | -51.8% | +130.8% | -182.6% | -70.2% |
| 5Y | -45.6% | +94.8% | -140.4% | -63.4% |
| 10Y | +92.4% | +184.3% | -91.9% | +2.5% |
| All | +1,409.9% | +1,476.3% | -66.4% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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