-27.1%
IT vs Q
+71.3%
-98.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.4% |
| 7D | -6.0% | +0.2% | -6.3% | -6.0% |
| 30D | 0.0% | -11.1% | +11.1% | -1.3% |
| 3M | +13.1% | -22.1% | +35.2% | +10.4% |
| 6M | +11.7% | +0.5% | +11.2% | +7.0% |
| YTD | -26.1% | +47.8% | -73.9% | -31.0% |
| All | -27.1% | +71.3% | -98.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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