+32.8%
NET vs IT
-24.5%
+57.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -0.6% |
| 7D | -7.0% | -6.0% | -0.9% | -5.2% |
| 30D | -4.8% | 0.0% | -4.8% | -4.9% |
| 3M | +3.8% | +13.1% | -9.2% | -0.6% |
| 6M | +50.0% | +11.7% | +38.4% | +42.8% |
| YTD | +41.5% | -26.1% | +67.6% | +42.6% |
| 1Y | +32.8% | -21.3% | +54.1% | +35.8% |
| All | +32.8% | -24.5% | +57.3% | +35.8% |
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