+707.9%
P vs IT
+96.9%
+610.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -9.6% | -18.8% | +9.2% | -2.4% |
| 30D | -33.4% | -0.1% | -33.4% | -34.7% |
| 3M | +14.2% | +2.9% | +11.3% | +8.4% |
| 6M | +31.6% | +20.4% | +11.2% | +11.0% |
| YTD | +53.5% | -24.3% | +77.8% | +60.4% |
| 1Y | +14.2% | -17.2% | +31.3% | +12.4% |
| 3Y | +190.5% | -52.4% | +242.9% | +280.8% |
| 5Y | +256.3% | -43.7% | +300.0% | +307.1% |
| 10Y | +707.9% | +90.3% | +617.6% | +313.6% |
| All | +707.9% | +96.9% | +610.9% | +313.6% |
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