-16.0%
IT vs COMP
+16.2%
-32.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.7% | -14.8% | -5.7% |
| 7D | -16.9% | +13.4% | -30.4% | -18.6% |
| 30D | +2.3% | +11.1% | -8.8% | +0.4% |
| 3M | +2.9% | -18.8% | +21.7% | +4.9% |
| 6M | +25.9% | +10.5% | +15.4% | +22.4% |
| YTD | -24.6% | -3.4% | -21.2% | -21.9% |
| 1Y | -16.0% | +19.7% | -35.7% | -17.0% |
| All | -16.0% | +16.2% | -32.2% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling