-43.1%
IT vs ES
+1.4%
-44.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.3% |
| 7D | -16.9% | +1.9% | -18.8% | -17.3% |
| 30D | +2.3% | +7.1% | -4.7% | +0.7% |
| 3M | +2.9% | -1.9% | +4.8% | +3.2% |
| 6M | +25.9% | +4.4% | +21.5% | +24.6% |
| YTD | -24.6% | +7.3% | -32.0% | -26.3% |
| 1Y | -16.0% | +2.1% | -18.2% | -17.1% |
| 3Y | -51.6% | +41.8% | -93.4% | -57.6% |
| All | -43.1% | +1.4% | -44.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling