-42.4%
IT vs USFR
+21.4%
-63.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -1.8% | +0.4% | -2.2% | -2.8% |
| 3M | +4.8% | +1.1% | +3.8% | +1.8% |
| 6M | +33.0% | +2.0% | +31.0% | +25.7% |
| YTD | -23.8% | +3.5% | -27.3% | -30.3% |
| 1Y | -16.5% | +4.1% | -20.6% | -24.6% |
| 3Y | -53.6% | +14.4% | -68.0% | -64.4% |
| All | -42.4% | +21.4% | -63.8% | -62.7% |
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