-46.3%
IT vs FND
-61.3%
+15.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -9.1% | -0.8% | -8.4% | -8.9% |
| 30D | -12.2% | -19.6% | +7.4% | -7.4% |
| 3M | +7.8% | -4.3% | +12.2% | +8.5% |
| 6M | +2.0% | -20.4% | +22.4% | +6.5% |
| YTD | -32.7% | -21.9% | -10.9% | -30.0% |
| 1Y | -31.1% | -45.2% | +14.1% | -21.7% |
| 3Y | -52.1% | -49.2% | -2.9% | -47.3% |
| 5Y | -46.3% | -61.8% | +15.5% | -36.6% |
| All | -46.3% | -61.3% | +15.0% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling