-25.3%
IT vs Q
+77.9%
-103.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | +1.8% |
| 7D | -18.8% | +8.4% | -27.2% | -17.4% |
| 30D | -0.1% | -1.2% | +1.1% | +0.4% |
| 3M | +2.9% | -9.3% | +12.2% | +2.8% |
| 6M | +20.4% | -15.0% | +35.4% | +18.7% |
| YTD | -24.3% | +53.5% | -77.8% | -28.3% |
| 1Y | -17.2% | +35.9% | -53.0% | -22.3% |
| All | -25.3% | +77.9% | -103.1% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling