+180.2%
IT vs USFR
+27.5%
+152.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | 0.0% | +0.3% | -0.3% | -0.1% |
| 3M | +13.1% | +1.0% | +12.1% | +12.6% |
| 6M | +11.7% | +1.9% | +9.8% | +10.8% |
| YTD | -26.1% | +2.6% | -28.7% | -26.9% |
| 1Y | -21.3% | +4.0% | -25.3% | -22.5% |
| 3Y | -46.7% | +14.1% | -60.8% | -49.5% |
| 5Y | -40.5% | +20.4% | -60.9% | -44.8% |
| 10Y | +103.9% | +28.0% | +75.9% | +86.5% |
| All | +180.2% | +27.5% | +152.7% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling