+645.2%
IT vs UUUU
-91.9%
+737.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.5% | -7.5% |
| 7D | -9.1% | +2.8% | -11.9% | -9.3% |
| 30D | -7.0% | +3.4% | -10.4% | -7.2% |
| 3M | +7.6% | -3.9% | +11.5% | +7.4% |
| 6M | +2.1% | -23.2% | +25.3% | +2.5% |
| YTD | -31.6% | +0.6% | -32.1% | -33.0% |
| 1Y | -29.9% | +22.9% | -52.8% | -32.8% |
| 3Y | -51.3% | +98.6% | -149.9% | -55.6% |
| 5Y | -44.8% | +130.2% | -175.0% | -51.1% |
| 10Y | +91.4% | +519.5% | -428.1% | +52.0% |
| All | +645.2% | -91.9% | +737.1% | +515.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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