+469.1%
P vs IT
+126.3%
+342.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.6% | +5.1% |
| 7D | -23.8% | -16.9% | -6.9% | -18.7% |
| 30D | -36.6% | +2.3% | -39.0% | -38.5% |
| 3M | +10.9% | +2.9% | +8.0% | +5.4% |
| 6M | +30.0% | +25.9% | +4.1% | +7.4% |
| YTD | +44.4% | -24.6% | +69.0% | +50.8% |
| 1Y | +3.9% | -16.0% | +20.0% | +1.4% |
| 3Y | +176.6% | -51.6% | +228.2% | +255.4% |
| 5Y | +249.3% | -42.6% | +291.9% | +293.4% |
| 10Y | +726.9% | +103.6% | +623.4% | +327.9% |
| All | +469.1% | +126.3% | +342.8% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling