+652.6%
P vs IT
+88.3%
+564.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -13.3% | -7.5% | -5.8% | -10.5% |
| 30D | -34.0% | -1.2% | -32.8% | -35.0% |
| 3M | +4.1% | -2.2% | +6.3% | +0.9% |
| 6M | +30.5% | +19.1% | +11.4% | +10.6% |
| YTD | +52.2% | -25.1% | +77.3% | +59.7% |
| 1Y | +10.3% | -17.4% | +27.7% | +8.6% |
| 3Y | +180.9% | -54.1% | +235.0% | +275.7% |
| 5Y | +259.7% | -42.7% | +302.4% | +305.1% |
| 10Y | +652.6% | +88.1% | +564.5% | +285.4% |
| All | +652.6% | +88.3% | +564.4% | +285.4% |
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 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