+17.5%
P vs IT
-17.9%
+35.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -4.8% |
| 7D | -19.4% | -5.5% | -13.9% | -19.8% |
| 30D | -22.3% | +10.3% | -32.7% | -21.6% |
| 3M | +33.2% | +11.5% | +21.7% | +34.3% |
| 6M | +53.6% | +40.3% | +13.4% | +59.3% |
| YTD | +66.8% | -17.9% | +84.7% | +59.6% |
| 1Y | +17.5% | -8.8% | +26.3% | +16.3% |
| All | +17.5% | -17.9% | +35.4% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling