+2,327.9%
NDAQ vs IT
+1,821.9%
+506.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -0.3% |
| 7D | -2.4% | -6.0% | +3.6% | -0.4% |
| 30D | +2.5% | 0.0% | +2.4% | +2.2% |
| 3M | +9.9% | +13.1% | -3.1% | +3.3% |
| 6M | +9.4% | +11.7% | -2.3% | +2.2% |
| YTD | +0.4% | -26.1% | +26.5% | +7.5% |
| 1Y | +4.0% | -21.3% | +25.3% | +8.0% |
| 3Y | +94.4% | -46.7% | +141.1% | +124.0% |
| 5Y | +56.7% | -40.5% | +97.2% | +70.7% |
| 10Y | +375.3% | +103.9% | +271.4% | +211.4% |
| All | +2,327.9% | +1,821.9% | +506.0% | +760.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling