-40.2%
IT vs Z
-64.8%
+24.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.1% |
| 7D | -6.0% | -3.0% | -3.0% | -5.3% |
| 30D | 0.0% | -4.2% | +4.2% | +1.0% |
| 3M | +13.1% | -3.7% | +16.8% | +14.0% |
| 6M | +11.7% | -24.5% | +36.2% | +18.4% |
| YTD | -26.1% | -49.3% | +23.2% | -14.6% |
| 1Y | -21.3% | -58.7% | +37.4% | -5.4% |
| 3Y | -46.7% | -34.1% | -12.6% | -43.9% |
| All | -40.2% | -64.8% | +24.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling