+26.5%
NDAQ vs IT
-15.3%
+41.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | 0.0% | -6.8% | +6.8% | +1.6% |
| 30D | +16.3% | -0.6% | +16.9% | +16.2% |
| 3M | +15.8% | +3.1% | +12.8% | +14.3% |
| 6M | +24.8% | +25.5% | -0.7% | +15.6% |
| YTD | +14.1% | -23.5% | +37.6% | +18.6% |
| 1Y | +26.5% | -16.6% | +43.2% | +30.6% |
| All | +26.5% | -15.3% | +41.8% | +30.6% |
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 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