+90.9%
IT vs M
-5.1%
+96.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -6.8% | -3.3% | -3.5% | -6.4% |
| 30D | -0.6% | +8.1% | -8.7% | -1.9% |
| 3M | +3.1% | +2.2% | +0.8% | +2.6% |
| 6M | +25.5% | +35.1% | -9.6% | +18.8% |
| YTD | -23.5% | +15.8% | -39.3% | -26.1% |
| 1Y | -16.6% | +25.8% | -42.5% | -20.7% |
| 3Y | -53.1% | +156.2% | -209.4% | -62.1% |
| 5Y | -41.4% | -2.4% | -39.1% | -46.4% |
| 10Y | +90.9% | -7.1% | +98.1% | +58.9% |
| All | +90.9% | -5.1% | +96.1% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling