+24.8%
IT vs FND
-0.3%
+25.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | +0.3% |
| 7D | -3.7% | -5.1% | +1.5% | -2.0% |
| 30D | -3.1% | +9.2% | -12.3% | -6.0% |
| 3M | +6.3% | -17.7% | +24.0% | +10.5% |
| 6M | +24.8% | +2.5% | +22.3% | +26.8% |
| All | +24.8% | -0.3% | +25.1% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling