-8.8%
IT vs M
+36.6%
-45.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.6% | -6.2% | +0.1% |
| 7D | -5.5% | +8.3% | -13.7% | -6.8% |
| 30D | +10.3% | +14.2% | -3.8% | +7.9% |
| 3M | +11.5% | -1.1% | +12.6% | +10.2% |
| 6M | +40.3% | +36.6% | +3.7% | +34.9% |
| YTD | -17.9% | +19.8% | -37.7% | -19.0% |
| 1Y | -8.8% | +37.2% | -46.0% | -15.8% |
| All | -8.8% | +36.6% | -45.3% | -15.8% |
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