+0.9%
IT vs COMP
-53.0%
+53.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | -0.3% |
| 7D | -7.5% | +7.2% | -14.7% | -8.4% |
| 30D | -1.2% | +6.4% | -7.6% | -2.0% |
| 3M | -2.2% | -19.4% | +17.2% | -0.3% |
| 6M | +19.1% | +14.6% | +4.5% | +16.4% |
| YTD | -25.1% | -5.5% | -19.6% | -25.9% |
| 1Y | -17.4% | +13.7% | -31.0% | -19.9% |
| 3Y | -54.1% | +409.7% | -463.8% | -63.6% |
| 5Y | -42.7% | -17.0% | -25.6% | -49.4% |
| All | +0.9% | -53.0% | +53.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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