+488.5%
NDAQ vs IT
+90.0%
+398.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +18.0% | -1.8% | +19.8% | +18.1% |
| 3M | +11.5% | +4.8% | +6.7% | +8.7% |
| 6M | +21.1% | +33.0% | -11.9% | +7.2% |
| YTD | +12.8% | -23.8% | +36.6% | +18.5% |
| 1Y | +25.7% | -16.5% | +42.2% | +27.9% |
| 3Y | +116.8% | -53.6% | +170.5% | +162.0% |
| 5Y | +67.3% | -42.1% | +109.4% | +82.0% |
| All | +488.5% | +90.0% | +398.5% | +307.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling