+1,338.1%
IT vs MKTX
+1,445.1%
-107.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -9.1% | +0.3% | -9.4% | -9.2% |
| 30D | -12.2% | +1.0% | -13.1% | -12.4% |
| 3M | +7.8% | +40.8% | -33.0% | -3.2% |
| 6M | +2.0% | -10.9% | +12.9% | +3.4% |
| YTD | -32.7% | -8.6% | -24.1% | -32.2% |
| 1Y | -31.1% | -11.6% | -19.5% | -30.1% |
| 3Y | -52.1% | -24.5% | -27.6% | -50.9% |
| 5Y | -46.3% | -60.7% | +14.4% | -35.8% |
| 10Y | +91.4% | +5.1% | +86.2% | +63.2% |
| All | +1,338.1% | +1,445.1% | -107.0% | +373.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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