+6,166.9%
IT vs M
+384.8%
+5,782.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.9% |
| 7D | -16.9% | -4.3% | -12.6% | -16.0% |
| 30D | +2.3% | +1.3% | +1.1% | +2.0% |
| 3M | +2.9% | -7.4% | +10.2% | +4.8% |
| 6M | +25.9% | +18.3% | +7.5% | +19.7% |
| YTD | -24.6% | +7.6% | -32.2% | -27.2% |
| 1Y | -16.0% | +17.4% | -33.4% | -20.9% |
| 3Y | -51.6% | +108.4% | -159.9% | -63.1% |
| 5Y | -42.6% | -10.6% | -32.0% | -49.0% |
| 10Y | +103.6% | -3.2% | +106.7% | +41.5% |
| All | +6,166.9% | +384.8% | +5,782.1% | +1,990.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling