+1,120.8%
IT vs SPXU
-100.0%
+1,220.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.2% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | 0.0% | +0.8% | -0.8% | +0.4% |
| 3M | +13.1% | -4.7% | +17.8% | +11.7% |
| 6M | +11.7% | -29.6% | +41.3% | 0.0% |
| YTD | -26.1% | -29.9% | +3.8% | -33.3% |
| 1Y | -21.3% | -39.1% | +17.8% | -31.8% |
| 3Y | -46.7% | -80.0% | +33.3% | -64.9% |
| 5Y | -40.5% | -86.0% | +45.5% | -59.1% |
| 10Y | +103.9% | -99.5% | +203.4% | -34.4% |
| All | +1,120.8% | -100.0% | +1,220.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling