-17.4%
IT vs Z
-60.5%
+43.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +1.5% |
| 7D | -7.5% | -6.5% | -1.0% | -5.0% |
| 30D | -1.2% | -0.1% | -1.1% | -1.4% |
| 3M | -2.2% | -14.1% | +11.9% | +4.5% |
| 6M | +19.1% | -30.1% | +49.1% | +34.5% |
| YTD | -25.1% | -57.5% | +32.4% | -2.0% |
| 1Y | -17.4% | -60.3% | +43.0% | +7.4% |
| All | -17.4% | -60.5% | +43.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling