-26.4%
NOW vs IT
-43.2%
+16.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +2.0% |
| 7D | -3.0% | -16.9% | +13.9% | +7.0% |
| 30D | -26.0% | +2.3% | -28.4% | -29.1% |
| 3M | -13.1% | +2.9% | -16.0% | -17.2% |
| 6M | +14.5% | +25.9% | -11.3% | -5.6% |
| YTD | -33.4% | -24.6% | -8.8% | -25.6% |
| 1Y | -40.6% | -16.0% | -24.6% | -38.5% |
| 3Y | -16.3% | -51.6% | +35.3% | +20.1% |
| All | -26.4% | -43.2% | +16.8% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling