-45.6%
IT vs USFR
+20.4%
-66.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -12.7% | +0.1% | -12.8% | -12.9% |
| 30D | -8.9% | +0.3% | -9.2% | -9.8% |
| 3M | +10.1% | +1.0% | +9.2% | +7.0% |
| 6M | +7.3% | +1.9% | +5.3% | +1.9% |
| YTD | -32.4% | +2.7% | -35.0% | -36.9% |
| 1Y | -26.6% | +4.0% | -30.6% | -33.4% |
| 3Y | -51.8% | +14.1% | -65.9% | -63.2% |
| 5Y | -45.6% | +20.5% | -66.1% | -65.2% |
| All | -45.6% | +20.4% | -66.0% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling