-53.6%
IT vs COMP
+423.6%
-477.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -1.8% | +16.6% | -18.4% | -3.6% |
| 3M | +4.8% | -23.5% | +28.3% | +7.2% |
| 6M | +33.0% | +25.7% | +7.3% | +28.9% |
| YTD | -23.8% | -3.4% | -20.4% | -24.7% |
| 1Y | -16.5% | +7.6% | -24.1% | -18.3% |
| 3Y | -53.6% | +423.6% | -477.2% | -59.0% |
| All | -53.6% | +423.6% | -477.2% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling