+626.4%
IT vs BR
+1,286.0%
-659.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.5% | -5.0% | -6.0% |
| 7D | -9.1% | -5.9% | -3.2% | -5.7% |
| 30D | -7.0% | +1.9% | -8.9% | -7.7% |
| 3M | +7.6% | +14.7% | -7.0% | +1.1% |
| 6M | +2.1% | -12.8% | +14.9% | +11.6% |
| YTD | -31.6% | -23.0% | -8.5% | -19.7% |
| 1Y | -29.9% | -31.7% | +1.8% | -12.5% |
| 3Y | -51.3% | -4.8% | -46.5% | -50.5% |
| 5Y | -44.8% | +7.8% | -52.6% | -48.0% |
| 10Y | +91.4% | +184.1% | -92.7% | +6.0% |
| All | +626.4% | +1,286.0% | -659.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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