+88.1%
IT vs CAPR
-68.2%
+156.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.8% | -1.0% |
| 7D | -7.5% | +7.6% | -15.1% | -7.6% |
| 30D | -1.2% | +13.3% | -14.4% | -1.4% |
| 3M | -2.2% | +130.4% | -132.6% | -3.5% |
| 6M | +19.1% | -70.8% | +89.9% | +19.7% |
| YTD | -25.1% | -69.3% | +44.2% | -24.9% |
| 1Y | -17.4% | +59.5% | -76.9% | -21.8% |
| 3Y | -54.1% | +216.8% | -270.9% | -58.4% |
| 5Y | -42.7% | +152.7% | -195.4% | -48.4% |
| 10Y | +88.1% | -68.2% | +156.4% | +59.4% |
| All | +88.1% | -68.2% | +156.4% | +59.4% |
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