-32.5%
IT vs Q
+75.3%
-107.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.3% | -9.8% | -7.1% |
| 7D | -9.1% | +6.7% | -15.9% | -8.3% |
| 30D | -7.0% | -10.6% | +3.6% | -8.1% |
| 3M | +7.6% | -14.6% | +22.2% | +5.4% |
| 6M | +2.1% | +12.1% | -9.9% | -3.1% |
| YTD | -31.6% | +51.3% | -82.8% | -35.9% |
| All | -32.5% | +75.3% | -107.8% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling