-25.1%
NOW vs IT
-42.2%
+17.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +0.3% | +1.1% | -0.8% | -0.3% |
| 30D | -27.0% | -1.8% | -25.1% | -27.9% |
| 3M | -19.6% | +4.8% | -24.5% | -24.2% |
| 6M | +17.5% | +33.0% | -15.6% | -6.3% |
| YTD | -33.3% | -23.8% | -9.4% | -25.8% |
| 1Y | -39.8% | -16.5% | -23.3% | -37.4% |
| 3Y | -19.9% | -53.6% | +33.7% | +19.8% |
| All | -25.1% | -42.2% | +17.1% | -11.3% |
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