+88.1%
IT vs M
-3.0%
+91.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -7.5% | +5.0% | -12.5% | -8.3% |
| 30D | -1.2% | +10.6% | -11.8% | -2.9% |
| 3M | -2.2% | +1.6% | -3.8% | -2.5% |
| 6M | +19.1% | +30.8% | -11.8% | +13.3% |
| YTD | -25.1% | +16.9% | -42.0% | -27.8% |
| 1Y | -17.4% | +26.3% | -43.6% | -21.5% |
| 3Y | -54.1% | +158.6% | -212.7% | -62.9% |
| 5Y | -42.7% | +2.1% | -44.8% | -47.9% |
| 10Y | +88.1% | -4.3% | +92.5% | +55.5% |
| All | +88.1% | -3.0% | +91.2% | +55.5% |
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