+6,166.9%
IT vs ES
+747.3%
+5,419.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.0% |
| 7D | -16.9% | +1.9% | -18.8% | -17.4% |
| 30D | +2.3% | +7.1% | -4.7% | -0.1% |
| 3M | +2.9% | -1.9% | +4.8% | +3.4% |
| 6M | +25.9% | +4.4% | +21.5% | +23.7% |
| YTD | -24.6% | +7.3% | -32.0% | -27.1% |
| 1Y | -16.0% | +2.1% | -18.2% | -17.7% |
| 3Y | -51.6% | +41.8% | -93.4% | -58.8% |
| 5Y | -42.6% | +1.4% | -44.1% | -45.3% |
| 10Y | +103.6% | +86.8% | +16.8% | +50.4% |
| All | +6,166.9% | +747.3% | +5,419.6% | +2,414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling