+89.2%
IT vs USFR
+28.6%
+60.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -1.8% | +0.4% | -2.2% | -2.3% |
| 3M | +4.8% | +1.1% | +3.8% | +3.4% |
| 6M | +33.0% | +2.0% | +31.0% | +29.7% |
| YTD | -23.8% | +3.5% | -27.3% | -27.0% |
| 1Y | -16.5% | +4.1% | -20.6% | -20.5% |
| 3Y | -53.6% | +14.4% | -68.0% | -60.6% |
| 5Y | -42.1% | +21.4% | -63.5% | -54.4% |
| All | +89.2% | +28.6% | +60.6% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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