-8.8%
IT vs FIVE
+63.3%
-72.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.7% | -5.2% | +0.6% |
| 7D | -5.5% | +7.5% | -12.9% | -6.3% |
| 30D | +10.3% | +16.7% | -6.4% | +8.4% |
| 3M | +11.5% | +13.4% | -1.8% | +9.7% |
| 6M | +40.3% | +9.0% | +31.2% | +38.3% |
| YTD | -17.9% | +33.8% | -51.7% | -22.6% |
| 1Y | -8.8% | +61.2% | -70.0% | -19.7% |
| All | -8.8% | +63.3% | -72.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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