+67.4%
IT vs FND
+61.4%
+6.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -0.1% |
| 7D | -3.7% | -5.1% | +1.5% | -2.5% |
| 30D | -3.1% | +9.2% | -12.3% | -5.2% |
| 3M | +6.3% | -17.7% | +24.0% | +11.0% |
| 6M | +24.8% | +2.5% | +22.3% | +22.9% |
| YTD | -24.4% | -19.8% | -4.5% | -22.0% |
| 1Y | -17.1% | -22.7% | +5.6% | -13.9% |
| 3Y | -53.6% | -38.3% | -15.3% | -51.4% |
| 5Y | -42.5% | -63.0% | +20.4% | -34.7% |
| All | +67.4% | +61.4% | +6.0% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling