-29.9%
IT vs S
-57.7%
+27.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -9.1% | -1.2% | -7.9% | -8.8% |
| 30D | -12.2% | -12.6% | +0.4% | -9.7% |
| 3M | +7.8% | +27.6% | -19.8% | +1.5% |
| 6M | +2.0% | +35.5% | -33.5% | -5.4% |
| YTD | -32.7% | +29.6% | -62.3% | -36.9% |
| 1Y | -31.1% | +8.1% | -39.2% | -33.2% |
| 3Y | -52.1% | +14.8% | -66.8% | -55.3% |
| 5Y | -46.3% | -70.6% | +24.3% | -43.0% |
| All | -29.9% | -57.7% | +27.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling