+90.3%
IT vs M
+3.7%
+86.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -0.9% |
| 7D | -18.8% | +2.5% | -21.4% | -19.2% |
| 30D | -0.1% | +10.1% | -10.1% | -1.7% |
| 3M | +2.9% | -0.9% | +3.8% | +3.0% |
| 6M | +20.4% | +30.2% | -9.8% | +14.7% |
| YTD | -24.3% | +16.3% | -40.6% | -26.9% |
| 1Y | -17.2% | +27.0% | -44.1% | -21.3% |
| 3Y | -52.4% | +154.5% | -206.9% | -61.5% |
| 5Y | -43.7% | -1.1% | -42.6% | -48.5% |
| 10Y | +90.3% | +0.5% | +89.8% | +54.4% |
| All | +90.3% | +3.7% | +86.6% | +54.4% |
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