+90.3%
IT vs CAPR
-64.9%
+155.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | +0.4% |
| 7D | -18.8% | +36.0% | -54.9% | -19.1% |
| 30D | -0.1% | +25.8% | -25.9% | -0.4% |
| 3M | +2.9% | +140.8% | -137.9% | +1.5% |
| 6M | +20.4% | -67.6% | +88.0% | +20.9% |
| YTD | -24.3% | -65.9% | +41.6% | -24.2% |
| 1Y | -17.2% | +66.1% | -83.3% | -21.6% |
| 3Y | -52.4% | +256.9% | -309.3% | -56.9% |
| 5Y | -43.7% | +172.1% | -215.8% | -49.4% |
| 10Y | +90.3% | -64.7% | +155.0% | +61.1% |
| All | +90.3% | -64.9% | +155.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling