+50.9%
O vs IT
+92.9%
-42.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -3.5% | -12.7% | +9.2% | -0.4% |
| 30D | -3.3% | -8.9% | +5.6% | -1.4% |
| 3M | -2.8% | +10.1% | -13.0% | -6.7% |
| 6M | -5.8% | +7.3% | -13.0% | -9.9% |
| YTD | +9.4% | -32.4% | +41.8% | +17.8% |
| 1Y | +5.7% | -26.6% | +32.3% | +10.2% |
| 3Y | +27.2% | -51.8% | +79.1% | +44.5% |
| 5Y | +17.2% | -45.6% | +62.8% | +22.7% |
| All | +50.9% | +92.9% | -42.0% | -6.8% |
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 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