-8.8%
IT vs EFV
+25.8%
-34.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +1.9% |
| 7D | -5.5% | +2.9% | -8.3% | -5.1% |
| 30D | +10.3% | +3.6% | +6.8% | +10.9% |
| 3M | +11.5% | -0.1% | +11.6% | +11.3% |
| 6M | +40.3% | +9.6% | +30.7% | +43.3% |
| YTD | -17.9% | +17.0% | -34.8% | -20.7% |
| 1Y | -8.8% | +25.7% | -34.4% | -18.5% |
| All | -8.8% | +25.8% | -34.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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