-8.8%
IT vs Q
+19.7%
-28.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.4% |
| 7D | -5.5% | -3.3% | -2.2% | -5.8% |
| 30D | +10.3% | -9.7% | +20.0% | +9.2% |
| 3M | +11.5% | -16.1% | +27.6% | +10.0% |
| 6M | +40.3% | -15.7% | +56.0% | +36.3% |
| YTD | -17.9% | +45.7% | -63.6% | -24.9% |
| 1Y | -8.8% | +18.0% | -26.8% | -12.7% |
| All | -8.8% | +19.7% | -28.5% | -12.7% |
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