+63.5%
IT vs FND
+66.0%
-2.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.0% |
| 7D | -6.0% | -5.2% | -0.8% | -4.9% |
| 30D | 0.0% | -19.9% | +19.9% | +5.1% |
| 3M | +13.1% | +2.7% | +10.4% | +11.6% |
| 6M | +11.7% | -21.7% | +33.4% | +16.7% |
| YTD | -26.1% | -17.5% | -8.6% | -24.2% |
| 1Y | -21.3% | -39.3% | +18.0% | -13.4% |
| 3Y | -46.7% | -49.8% | +3.0% | -41.2% |
| 5Y | -40.5% | -60.1% | +19.6% | -33.5% |
| All | +63.5% | +66.0% | -2.5% | +36.2% |
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