+715.0%
P vs IT
+89.8%
+625.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.1% | +4.8% |
| 7D | +7.8% | -9.1% | +17.0% | +12.1% |
| 30D | +12.3% | -7.0% | +19.3% | +14.5% |
| 3M | +37.1% | +7.6% | +29.5% | +26.1% |
| 6M | +66.1% | +2.1% | +64.0% | +53.8% |
| YTD | +50.9% | -31.6% | +82.5% | +69.2% |
| 1Y | +27.2% | -29.9% | +57.1% | +38.1% |
| 3Y | +158.7% | -51.3% | +209.9% | +232.6% |
| 5Y | +291.1% | -44.8% | +335.9% | +353.4% |
| 10Y | +715.0% | +91.4% | +623.6% | +351.9% |
| All | +715.0% | +89.8% | +625.1% | +351.9% |
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