-31.1%
IT vs S
+5.0%
-36.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -9.1% | -1.2% | -7.9% | -8.5% |
| 30D | -12.2% | -12.6% | +0.4% | -7.2% |
| 3M | +7.8% | +27.6% | -19.8% | -7.1% |
| 6M | +2.0% | +35.5% | -33.5% | -16.1% |
| YTD | -32.7% | +29.6% | -62.3% | -43.5% |
| 1Y | -31.1% | +8.1% | -39.2% | -37.8% |
| All | -31.1% | +5.0% | -36.1% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling