+763.3%
IT vs CAPR
-99.1%
+862.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.7% | -8.7% | -4.1% |
| 7D | -16.9% | +41.1% | -58.0% | -17.2% |
| 30D | +2.3% | +11.1% | -8.8% | +2.2% |
| 3M | +2.9% | +115.3% | -112.5% | +1.9% |
| 6M | +25.9% | -73.8% | +99.7% | +26.4% |
| YTD | -24.6% | -68.8% | +44.2% | -24.5% |
| 1Y | -16.0% | +43.3% | -59.4% | -19.0% |
| 3Y | -51.6% | +214.7% | -266.3% | -54.3% |
| 5Y | -42.6% | +141.3% | -183.9% | -46.1% |
| 10Y | +103.6% | -67.0% | +170.6% | +86.1% |
| All | +763.3% | -99.1% | +862.4% | +679.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling