+26.2%
MAR vs IT
-24.5%
+50.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.4% |
| 7D | -4.2% | -6.0% | +1.9% | -3.8% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -12.5% | +13.1% | -25.6% | -13.2% |
| 6M | +0.6% | +11.7% | -11.1% | -0.3% |
| YTD | +9.1% | -26.1% | +35.2% | +15.3% |
| 1Y | +26.2% | -21.3% | +47.5% | +30.2% |
| All | +26.2% | -24.5% | +50.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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