-29.9%
IT vs M
+31.9%
-61.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.6% | -4.8% | -7.1% |
| 7D | -9.1% | +2.4% | -11.5% | -9.4% |
| 30D | -7.0% | -11.6% | +4.6% | -5.5% |
| 3M | +7.6% | +1.6% | +6.0% | +7.6% |
| 6M | +2.1% | +25.2% | -23.1% | -1.1% |
| YTD | -31.6% | +3.8% | -35.3% | -31.3% |
| 1Y | -29.9% | +36.3% | -66.3% | -36.0% |
| All | -29.9% | +31.9% | -61.9% | -36.0% |
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