+3.1%
IT vs COMP
-51.7%
+54.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.9% |
| 7D | -6.8% | +2.2% | -9.0% | -7.2% |
| 30D | -0.6% | +16.3% | -16.9% | -2.4% |
| 3M | +3.1% | -19.1% | +22.2% | +5.1% |
| 6M | +25.5% | +17.1% | +8.4% | +22.4% |
| YTD | -23.5% | -2.9% | -20.6% | -24.5% |
| 1Y | -16.6% | +8.8% | -25.4% | -18.8% |
| 3Y | -53.1% | +423.5% | -476.6% | -62.9% |
| 5Y | -41.4% | -10.5% | -31.0% | -48.4% |
| All | +3.1% | -51.7% | +54.8% | -11.4% |
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