+13.7%
O vs IT
-44.6%
+58.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | +0.4% |
| 7D | -0.6% | -9.1% | +8.6% | +0.4% |
| 30D | -2.0% | -7.0% | +5.1% | -1.3% |
| 3M | +3.0% | +7.6% | -4.6% | +1.5% |
| 6M | -3.6% | +2.1% | -5.8% | -4.8% |
| YTD | +12.1% | -31.6% | +43.6% | +16.9% |
| 1Y | +8.9% | -29.9% | +38.8% | +12.7% |
| 3Y | +30.3% | -51.3% | +81.6% | +39.5% |
| 5Y | +13.7% | -44.8% | +58.5% | +14.8% |
| All | +13.7% | -44.6% | +58.3% | +14.8% |
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