-22.0%
IT vs S
-49.1%
+27.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -7.5% | +1.4% | -8.9% | -7.9% |
| 30D | -1.2% | -10.8% | +9.6% | +0.8% |
| 3M | -2.2% | +5.4% | -7.6% | -4.6% |
| 6M | +19.1% | +41.2% | -22.1% | +8.4% |
| YTD | -25.1% | +56.2% | -81.3% | -33.3% |
| 1Y | -17.4% | +36.3% | -53.7% | -24.6% |
| 3Y | -54.1% | +49.4% | -103.5% | -59.8% |
| 5Y | -42.7% | -66.9% | +24.2% | -41.9% |
| All | -22.0% | -49.1% | +27.1% | -22.2% |
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