+363.0%
NDAQ vs IT
+103.1%
+260.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.8% | -2.2% |
| 7D | -5.6% | -3.7% | -1.9% | -4.6% |
| 30D | -4.4% | +0.1% | -4.4% | -4.7% |
| 3M | +5.9% | +20.7% | -14.8% | -2.1% |
| 6M | +7.7% | +12.0% | -4.2% | +1.2% |
| YTD | -5.2% | -28.8% | +23.7% | +2.5% |
| 1Y | -3.4% | -25.5% | +22.2% | +2.3% |
| 3Y | +85.6% | -48.8% | +134.4% | +116.0% |
| 5Y | +49.5% | -42.7% | +92.2% | +64.1% |
| All | +363.0% | +103.1% | +260.0% | +227.1% |
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