-50.7%
IT vs FND
-49.7%
-1.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.6% | -2.8% | -6.7% |
| 7D | -9.1% | +0.4% | -9.5% | -9.1% |
| 30D | -7.0% | -23.6% | +16.6% | -3.0% |
| 3M | +7.6% | +4.3% | +3.3% | +7.0% |
| 6M | +2.1% | -20.3% | +22.4% | +5.3% |
| YTD | -31.6% | -21.3% | -10.3% | -29.6% |
| 1Y | -29.9% | -45.4% | +15.5% | -23.6% |
| All | -50.7% | -49.7% | -1.1% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling