+91.4%
IT vs M
-6.4%
+97.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.6% | -4.8% | -7.0% |
| 7D | -9.1% | +2.4% | -11.5% | -9.5% |
| 30D | -7.0% | -11.6% | +4.6% | -5.1% |
| 3M | +7.6% | +1.6% | +6.0% | +7.0% |
| 6M | +2.1% | +25.2% | -23.1% | -2.2% |
| YTD | -31.6% | +3.8% | -35.3% | -32.7% |
| 1Y | -29.9% | +36.3% | -66.3% | -34.3% |
| 3Y | -51.3% | +116.3% | -167.6% | -59.5% |
| 5Y | -44.8% | +28.2% | -73.0% | -51.8% |
| 10Y | +91.4% | -3.4% | +94.8% | +53.8% |
| All | +91.4% | -6.4% | +97.7% | +53.8% |
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 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