-43.1%
IT vs Z
-55.4%
+12.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.3% |
| 7D | -16.9% | -4.6% | -12.4% | -15.8% |
| 30D | +2.3% | +8.3% | -6.0% | +0.2% |
| 3M | +2.9% | -11.6% | +14.5% | +6.3% |
| 6M | +25.9% | -33.6% | +59.5% | +39.3% |
| YTD | -24.6% | -56.7% | +32.0% | -8.3% |
| 1Y | -16.0% | -59.1% | +43.1% | +3.2% |
| 3Y | -51.6% | -20.4% | -31.2% | -51.0% |
| All | -43.1% | -55.4% | +12.3% | -38.9% |
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