+238.6%
P vs IT
-43.2%
+281.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.6% | +4.5% |
| 7D | -23.8% | -16.9% | -6.9% | -20.7% |
| 30D | -36.6% | +2.3% | -39.0% | -38.0% |
| 3M | +10.9% | +2.9% | +8.0% | +7.0% |
| 6M | +30.0% | +25.9% | +4.1% | +14.2% |
| YTD | +44.4% | -24.6% | +69.0% | +55.3% |
| 1Y | +3.9% | -16.0% | +20.0% | +5.1% |
| 3Y | +176.6% | -51.6% | +228.2% | +270.3% |
| All | +238.6% | -43.2% | +281.8% | +294.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling