+25.2%
P vs IT
-24.1%
+49.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.2% |
| 7D | +6.5% | -6.0% | +12.6% | +6.2% |
| 30D | +18.8% | 0.0% | +18.8% | +18.7% |
| 3M | +26.7% | +13.1% | +13.7% | +29.9% |
| 6M | +62.2% | +11.7% | +50.5% | +66.6% |
| YTD | +48.5% | -26.1% | +74.6% | +50.2% |
| All | +25.2% | -24.1% | +49.3% | +29.2% |
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