+2.0%
IT vs COMP
-49.2%
+51.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.1% |
| 7D | -18.8% | +14.5% | -33.3% | -20.1% |
| 30D | -0.1% | +14.9% | -15.0% | -1.8% |
| 3M | +2.9% | -14.2% | +17.1% | +4.3% |
| 6M | +20.4% | +23.7% | -3.3% | +16.7% |
| YTD | -24.3% | +2.1% | -26.4% | -25.7% |
| 1Y | -17.2% | +26.2% | -43.4% | -20.6% |
| 3Y | -52.4% | +470.9% | -523.3% | -62.7% |
| 5Y | -43.7% | -14.0% | -29.7% | -50.7% |
| All | +2.0% | -49.2% | +51.2% | -12.8% |
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