+1,690.8%
IT vs EFV
+258.8%
+1,431.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -6.0% | +1.5% | -7.5% | -7.1% |
| 30D | 0.0% | +1.7% | -1.7% | -1.3% |
| 3M | +13.1% | +8.6% | +4.4% | +5.7% |
| 6M | +11.7% | +11.7% | 0.0% | +1.3% |
| YTD | -26.1% | +19.3% | -45.4% | -36.6% |
| 1Y | -21.3% | +30.2% | -51.5% | -36.9% |
| 3Y | -46.7% | +91.6% | -138.3% | -68.7% |
| 5Y | -40.5% | +96.4% | -136.9% | -65.7% |
| 10Y | +103.9% | +166.5% | -62.6% | -6.8% |
| All | +1,690.8% | +258.8% | +1,431.9% | +588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling