-40.2%
IT vs S
-71.4%
+31.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | -6.0% | -7.7% | +1.7% | -4.2% |
| 30D | 0.0% | -5.3% | +5.3% | +0.9% |
| 3M | +13.1% | +20.3% | -7.2% | +7.6% |
| 6M | +11.7% | +47.4% | -35.7% | +1.2% |
| YTD | -26.1% | +32.5% | -58.6% | -31.2% |
| 1Y | -21.3% | +9.5% | -30.8% | -24.0% |
| 3Y | -46.7% | +15.5% | -62.3% | -50.7% |
| All | -40.2% | -71.4% | +31.2% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling