+10.3%
P vs IT
-18.2%
+28.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.0% |
| 7D | -13.3% | -7.5% | -5.8% | -14.1% |
| 30D | -34.0% | -1.2% | -32.8% | -34.2% |
| 3M | +4.1% | -2.2% | +6.3% | +3.8% |
| 6M | +30.5% | +19.1% | +11.4% | +35.0% |
| YTD | +52.2% | -25.1% | +77.3% | +37.4% |
| 1Y | +10.3% | -17.4% | +27.7% | +8.4% |
| All | +10.3% | -18.2% | +28.5% | +8.4% |
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 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