+116.9%
NDAQ vs IT
-52.6%
+169.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.2% |
| 7D | +0.8% | -16.9% | +17.7% | +4.9% |
| 30D | +16.5% | +2.3% | +14.2% | +15.6% |
| 3M | +13.5% | +2.9% | +10.6% | +12.0% |
| 6M | +20.9% | +25.9% | -4.9% | +11.9% |
| YTD | +11.4% | -24.6% | +36.1% | +16.0% |
| 1Y | +25.9% | -16.0% | +42.0% | +27.8% |
| All | +116.9% | -52.6% | +169.5% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling