-21.3%
IT vs M
+46.1%
-67.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -4.9% |
| 7D | -6.0% | +4.7% | -10.8% | -6.6% |
| 30D | 0.0% | -9.6% | +9.6% | +1.3% |
| 3M | +13.1% | +0.9% | +12.2% | +13.1% |
| 6M | +11.7% | +22.3% | -10.6% | +8.7% |
| YTD | -26.1% | +6.5% | -32.6% | -26.1% |
| 1Y | -21.3% | +38.8% | -60.0% | -28.2% |
| All | -21.3% | +46.1% | -67.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling