+49.7%
IT vs FND
+54.9%
-5.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -12.7% | -5.1% | -7.6% | -11.6% |
| 30D | -8.9% | -22.5% | +13.6% | -3.3% |
| 3M | +10.1% | -5.0% | +15.1% | +10.9% |
| 6M | +7.3% | -21.5% | +28.8% | +12.1% |
| YTD | -32.4% | -23.0% | -9.3% | -29.5% |
| 1Y | -26.6% | -44.9% | +18.2% | -17.4% |
| 3Y | -51.8% | -50.0% | -1.8% | -46.8% |
| 5Y | -45.6% | -63.3% | +17.7% | -38.0% |
| All | +49.7% | +54.9% | -5.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling