+114.2%
IT vs Z
+6.9%
+107.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.5% |
| 7D | -16.9% | -4.6% | -12.4% | -16.1% |
| 30D | +2.3% | +8.3% | -6.0% | +0.7% |
| 3M | +2.9% | -11.6% | +14.5% | +5.6% |
| 6M | +25.9% | -33.6% | +59.5% | +36.6% |
| YTD | -24.6% | -56.7% | +32.0% | -11.7% |
| 1Y | -16.0% | -59.1% | +43.1% | -0.7% |
| 3Y | -51.6% | -20.4% | -31.2% | -50.8% |
| 5Y | -42.6% | -55.3% | +12.6% | -38.2% |
| 10Y | +103.6% | -14.2% | +117.8% | +70.3% |
| All | +114.2% | +6.9% | +107.4% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling