+6,045.6%
IT vs M
+380.1%
+5,665.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.3% |
| 7D | -6.0% | +4.7% | -10.8% | -7.2% |
| 30D | 0.0% | -9.6% | +9.6% | +2.5% |
| 3M | +13.1% | +0.9% | +12.2% | +12.2% |
| 6M | +11.7% | +22.3% | -10.6% | +5.1% |
| YTD | -26.1% | +6.5% | -32.6% | -28.5% |
| 1Y | -21.3% | +38.8% | -60.0% | -28.9% |
| 3Y | -46.7% | +115.9% | -162.6% | -59.9% |
| 5Y | -40.5% | +28.6% | -69.1% | -52.6% |
| 10Y | +103.9% | -2.5% | +106.4% | +41.1% |
| All | +6,045.6% | +380.1% | +5,665.5% | +1,955.0% |
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 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