+92.8%
NDAQ vs IT
-51.4%
+144.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.4% | +5.5% | -0.2% |
| 7D | -2.6% | -9.1% | +6.6% | -0.4% |
| 30D | +0.5% | -7.0% | +7.5% | +2.0% |
| 3M | +9.9% | +7.6% | +2.3% | +6.6% |
| 6M | +8.2% | +2.1% | +6.1% | +5.8% |
| YTD | -1.5% | -31.6% | +30.1% | +5.2% |
| 1Y | +1.3% | -29.9% | +31.2% | +7.2% |
| All | +92.8% | -51.4% | +144.2% | +131.3% |
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