+790.0%
NOW vs IT
+89.8%
+700.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.4% | +2.4% | -0.9% |
| 7D | -6.1% | -9.1% | +3.0% | -0.9% |
| 30D | +7.5% | -7.0% | +14.5% | +12.0% |
| 3M | +17.5% | +7.6% | +9.9% | +11.1% |
| 6M | +7.9% | +2.1% | +5.8% | +5.6% |
| YTD | -12.4% | -31.6% | +19.2% | +4.8% |
| 1Y | -28.6% | -29.9% | +1.4% | -16.8% |
| 3Y | +11.8% | -51.3% | +63.1% | +53.9% |
| 5Y | +2.6% | -44.8% | +47.4% | +32.0% |
| 10Y | +790.0% | +91.4% | +698.6% | +561.6% |
| All | +790.0% | +89.8% | +700.1% | +561.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling