-33.6%
IT vs Q
+78.4%
-112.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.4% |
| 7D | -9.1% | +6.6% | -15.7% | -8.3% |
| 30D | -12.2% | -6.6% | -5.6% | -12.8% |
| 3M | +7.8% | -13.2% | +21.0% | +5.9% |
| 6M | +2.0% | +9.9% | -8.0% | -2.5% |
| YTD | -32.7% | +53.9% | -86.7% | -36.9% |
| All | -33.6% | +78.4% | -112.0% | -38.3% |
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