+2,593.6%
NDAQ vs IT
+1,859.8%
+733.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.6% |
| 7D | +0.8% | -16.9% | +17.7% | +6.9% |
| 30D | +16.5% | +2.3% | +14.2% | +15.0% |
| 3M | +13.5% | +2.9% | +10.6% | +10.9% |
| 6M | +20.9% | +25.9% | -4.9% | +7.7% |
| YTD | +11.4% | -24.6% | +36.1% | +17.2% |
| 1Y | +25.9% | -16.0% | +42.0% | +27.3% |
| 3Y | +119.9% | -51.6% | +171.4% | +160.7% |
| 5Y | +61.7% | -42.6% | +104.4% | +76.7% |
| 10Y | +481.6% | +103.6% | +378.0% | +277.9% |
| All | +2,593.6% | +1,859.8% | +733.8% | +837.6% |
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 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