+1,924.6%
NOW vs IT
+336.1%
+1,588.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.5% |
| 7D | -8.7% | -7.5% | -1.3% | -4.7% |
| 30D | -29.3% | -1.2% | -28.1% | -30.3% |
| 3M | -21.8% | -2.2% | -19.6% | -22.8% |
| 6M | +9.2% | +19.1% | -9.8% | -4.9% |
| YTD | -35.0% | -25.1% | -9.9% | -27.5% |
| 1Y | -42.5% | -17.4% | -25.1% | -39.8% |
| 3Y | -21.5% | -54.1% | +32.6% | +11.1% |
| 5Y | -25.8% | -42.7% | +16.9% | -8.3% |
| 10Y | +506.3% | +88.1% | +418.2% | +250.5% |
| All | +1,924.6% | +336.1% | +1,588.5% | +755.4% |
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